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I have been reading the discussions for about two months now and I am
impressed with the knowledge available here. I have been trying to
learn AFL by actually doing. But I am having trouble understanding
the process in the Automatic Analyzer. I have read and re-read the
User's Guide. I coded a complete trading system based on what I have
learned by reading the posts here and the User's Guide but I am
getting erroneous results. So I stripped all of the trading code to
a basic scan for stocks. I have provided the code and partial
results below. I would appreciate any guidance you can give me about
what I am doing wrong or where I should go to find out why I am not
getting stocks that exhibit the four black crows with an engulfing
day following them when I do a scan.
Thanks in Advance.
Ed Wylonis
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/*Scan for stocks that show four consecutive bars in which the Close
is less than the Open and the High and Low are less than the previous
day. On the fifth day, the Open is greater than the Close and the
High is greater than the previous day's High and the Low is lower
than the previous day's Low. Using Candlesticks this would equate to
four solid red bars down (four crows) with the fifth bar engulfing
the previous bar.
*/
Filter = (Sum(Volume,8)/8) > 100000
AND Close > 2 AND Close < 20
AND Ref(Close,-5) < Ref(Open,-5) AND Ref(Low,-5) < Ref(Low,-6) AND Ref
(High,-5) < Ref(High,-6)
AND Ref(Close,-4) < Ref(Open,-4) AND Ref(Low,-4) < Ref(Low,-5) AND Ref
(High,-4) < Ref(High,-5)
AND Ref(Close,-3) < Ref(Open,-3) AND Ref(Low,-3) < Ref(Low,-4) AND Ref
(High,-3) < Ref(High,-4)
AND Ref(Close,-2) < Ref(Open,-2) AND Ref(Low,-2) < Ref(Low,-3) AND Ref
(High,-2) < Ref(High,-3)
AND Ref(High,-1) > Ref(High,-2) AND Ref(Low,-1) < Ref(Low,-2) AND Ref
(Close,-1) > Ref(Open,-1);
Buy = Filter;
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Partial Results of Scan made on 2/25/03
AGEN Buy 2/21/03 8.23
ALS Buy 1/10/03 5.47
ASPM Buy 1/10/03 3.70
CEI Buy 2/26/03 14.65
CYTO Buy 1/10/03 3.33
DFS Buy 2/26/03 10.95
ERICY Buy 1/10/03 8.84
FCGI Buy 2/21/03 6.13
GCO Buy 1/10/03 19.84
GNCMA Buy 2/21/03 5.54
GTI Buy 2/21/03 3.59
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