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I like Anthony's solution for stocks CLOSING above the 260 day high.
Try,
filter=high >= ref(hhv(h,260),-1);
for stocks hitting a new high, even if they fell back at the close.
Ed
--- In amibroker@xxxx, Anthony Faragasso <ajf1111@xxxx> wrote:
> Hello,
>
> If you are exploring for todays close to be higher, then you wish to
> reference the previous 260 periods.
>
> try this:
> filter=close > ref(hhv(h,260),-1);
>
> Anthony
>
> Damien wrote:
>
> > I just downloaded and installed AmiBroker, and the first thing I
> > tried
> > was to create an Exploration that would find stocks reaching a new
> > 52-week high:
> >
> > ~~~~~~~~~~~~~~~~~~~~~~~~~
> > Filter = Close > HHV(High,260);
> >
> > NumColumns = 1;
> > Column0 = Close;
> > ~~~~~~~~~~~~~~~~~~~~~~~~~
> >
> > I ran this, using my QP2 database, on a watchlist of 5 stocks that
> > QP2 found to have reached new 52-week highs on Friday.
> > However, AmiBroker returned 0 results.
> >
> > After awhile I noticed that in the definition of the HHV
function, the
> >
> > number of periods includes the current day; I presume that's why
> > the filter returns 0 results.
> >
> > Is there any way to create a filter that finds new 52-week highs?
> >
> > Thanks,
> >
> > Damien
> >
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