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HI,
> Y<=2 means less than 3 stocks out of Keltner Channel for 3
> consecutive days.
why restrict to less than 3 stocks? why not consider all the stocks
which satisfy OUT3 and apply stochRSI (any other system)?
Just a while ago I posted a question on what is Y==1 etc. I asked pre-
maturly !
thanks in advance,
vin
--- In amibroker@xxxx, "dtsokakis" <TSOKAKIS@xxxx> wrote:
> dingo,
> DateNum()>1000301 is true dor dates after the March 1, 2000.
> As for the OUT3, as you may see from the construction code
>
>
> /*OUT 1, 2, 3*/
> > KUP=EMA((H+L+C)/3,10)+EMA(H-L,10);
> > KDOWN=EMA((H+L+C)/3,10)-EMA(H-L,10);
> > OUT1=C<KDOWN AND Ref(C,-1)>Ref(KDOWN,-1);
> > OUT2=C<KDOWN AND Ref(OUT1,-1);
> > OUT3=C<KDOWN AND Ref(OUT2,-1);
>
> we ask a stock out of the Keltner channel for 3 consecutive days.
> Y<=2 means less than 3 stocks out of Keltner Channel for 3
> consecutive days.
> Y<=2 is an interesting additive for various "buy" conditions in a
> bearish market like N100 the last 30 months.
> DT
> --- In amibroker@xxxx, "dingo" <dingo@xxxx> wrote:
> > Dimitris,
> >
> > Thanks for the suggestion!
> >
> > Could you help me understand what the "D=DateNum()>1000301;" does?
> >
> > What date is 1000301?
> >
> > From your title "OUT3", does this make the long or short last
only 3
> > days?
> >
> > dingo
> >
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