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I tried the formula and added some columns for an explore to see what
was happening, also sell just to get the scan/backtest working
Sell=C==0;
AddColumn(Buy,"buy",1.0);
AddColumn(BuyPrice,"buyp",1.1);
AddColumn(BuyStop,"buystp",1.1);
I get larger caps in the explore, but you are right there are no larger
ones.
It could just be that the conditions you have given are too large for
the bigger caps to comply with. Perhaps the volatility you have given is
too large and only suitable for small pennies.
Try breaking each bit down and run an exploration to see what the actual
numbers are that you are using for the conditions
Eg
Addcolumn(O,"O>Buy_1 ?",1.3);
Addcolumn(H-(H-L)*.25,"buy_A",1.3);
etc
perhaps reduce the factors and put in a further filter to rule out small
caps if you do not want to include them.
Cheers,
Graham
-----Original Message-----
From: goldwing01 <goldwing01@xxxxxxx> [mailto:GOLDWING01@xxxxxxx]
Sent: Tuesday, 25 February 2003 10:05 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] problem with formula/ or scan test
I am using this formula with scan test for now,but question is why is
this formula only coming back with penny stocks.
Plot( Close, "Price", colorBlue, styleCandle );
Buy = Cross(Close,O>H-(H-L)*.25 AND C>H-(H-L)*.25 AND
L<Ref(LLV(L,10),-1));
BuyPrice = H +.125;
BuyStop = H+1.125;
Filter = O>H-(H-L)*.25AND C>H-(H-L)*.25 AND
L<Ref(LLV(L,10),-1);
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