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RE: [amibroker] Re: problem with formula/ or scan test



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Actually you are correct, the value that C must cross must be a value in
dollars and cents, what is shown is a cross of close above 0 or 1.

Cheers,
Graham
 

-----Original Message-----
From: Anthony Faragasso [mailto:ajf1111@xxxxxxxx] 
Sent: Tuesday, 25 February 2003 11:21 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: problem with formula/ or scan test

Goldwing,

Isn't there something conflicting in the following line:

buy=Cross(Close,O > H-(H-L)*.25 AND C > H-(H-L)*.25 AND
L<Ref(LLV(L,10),-1));

The line:
O > H-(H-L)*.25 AND C > H-(H-L)*.25 AND L<Ref(LLV(L,10),-1)

I believe returns a ( 1 ) for true and ( 0  ) if not true....

Anthony




"goldwing01 " wrote:

>  thanx, I will try working with it some more
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanag@xxxx> wrote:
> > 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@xxxx> [mailto:GOLDWING01@x...]
> > 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);
> >
> >
> >
> > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> >
> > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
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>
>
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