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Anthony,
Thank you for the very quick reply. I copied your code into the
Automatic Analyzer and and made one change. I did not state clearly
in my description that I was looking for a close greater than the
open on the most current day. So I changed "O > C" to "C > O". Then
I ran a scan and partial results are listed below. If you just look
at any one ticker, say ACE. based on the code I would expect 4 red
candlesticks and a green candlestick on 1/3/03 but that is not what I
see on the chart. Am I missing something?
Thanks,
Ed
ACE Buy 1/3/03 30.69
AERS Buy 2/7/03 4.84
AGEN Buy 2/14/03 9.09
AKC Buy 2/21/03 2.09
ALAB Buy 2/21/03 43.20
ALS Buy 1/3/03 5.58
OR Buy 2/14/03 0.52
APH Buy 1/3/03 39.80
ASD Buy 1/31/03 66.66
ASPM Buy 1/3/03 3.62
ATR Buy 2/14/03 29.34
AVM Buy 1/3/03 4.25
--- In amibroker@xxxxxxxxxxxxxxx, Anthony Faragasso <ajf1111@xxxx>
wrote:
> Ed,
>
> Here is the formula as I read it in your description:
>
> fourCrows_With_engul=Ref(C,-4) < Ref(O,-4) AND Ref(H,-4) < Ref(H,-
5) AND
> Ref(L,-4) < Ref(L,-5) AND Ref(C,-3) < Ref(O,-3) AND Ref(H,-3) <
> Ref(H,-4) AND Ref(L,-3) < Ref(L,-4) AND Ref(C,-2) < Ref(O,-2) AND
> Ref(H,-2) < Ref(H,-3) AND Ref(L,-2) < Ref(L,-3) AND Ref(C,-1) <
> Ref(O,-1) AND Ref(H,-1) < Ref(H,-2) AND Ref(L,-1) < Ref(L,-2) AND O
> C
> AND H > Ref(H,-1) AND L < Ref(L,-1);
>
> Filter=fourCrows_With_engul > 0;
>
> Buy=fourCrows_With_engul;
>
> Anthony
>
> "Edward M. Wylonis " wrote:
>
> > 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
> >
> > ------------------------------------------------------------------
----
> >
> > ------------------------------------------------------------------
----
> >
> > ------------
> > /*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;
> > ------------------------------------------------------------------
----
> >
> > ----------------------------------------------
> >
> > 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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