|
PureBytes Links
Trading Reference Links
|
... and your solution to the last N bars is perfectly correct except that
there is an embedded assumption that you will always search from the
current Close back. See my other replies on this topic.
Sorry if I've whipped up a firestorm here. I think it is a legitimate
question though.
-- John
On Tue, 16 Jul 2002, dtsokakis wrote:
> Date: Tue, 16 Jul 2002 11:12:29 -0000
> From: dtsokakis <TSOKAKIS@xxxx>
> Reply-To: amibroker@xxxxxxxxxxxxxxx
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Scanning for stocks not conditions...
>
> Anthony,
> John question is not quite clear for me.
> John wrote:
> "I'm trying to Scan/Explore for stocks whose previous 10 day range is
> greater than some particular value. This is easy to do in Explore
> mode but the output consists of multiple occurences of the same
> stock.
> Really, I don't want a list of all the occurences of when the
> stock's range is greater than the value... I REALLY just want the
> ticker symbol inserted into the list and then the scan should move on
> to the next symbol."
>
> If you explore for n=1 last quotation, you will find stocks with
> CONDITION=TRUE
> only for the last bar. If for some stock condition was true 5 bars
> ago, you will miss it.
> This is why I proposed
>
> COND=...;//your condition here
> x=10;//the days you will search
> Filter=Sum(COND,x)>=1;
> AddColumn(C,"");//add any informative columns
> Set n last quotations n=1 and explore.
>
> to explore the last x bars and meet the second requirement of one
> ticker appearence in the result list.
> DT
|