|
PureBytes Links
Trading Reference Links
|
The condition is not applied only to these 3 stocks.
The condition Y<=2 belongs to the system of 100 stocks, the N100
market.
You speak for something different.
If you restrict the formula to a stock, you should use for example
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);
buy=OUT3 AND CROSS(STORSI,30);
sell=cross(storsi,70);
This is for a single stock.
DT
--- In amibroker@xxxx, "vinst1" <vinst1@xxxx> wrote:
> 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
> > >
|