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Anthony,
I am still not getting what I expect. I was using a Range Setting of
1/1/03 to 2/26/03. I changed the Range setting to what you were
using "n last quotations" and "n=1" and got the following results:
Scan using Anthony's Range settings
AMRI Buy 2/27/03 14.89
CPS Buy 2/27/03 32.75
EAT Buy 2/27/03 27.58
IGL Buy 2/27/03 8.74
PNRA Buy 2/27/03 27.40
Then I used the first of two suggestions from your last post and got
exactly the same results as the previous code.
I then used your second suggestion and received the following results
when I did a scan. The results were different.
Scan using Anthony's second suggestion
EAT Buy 2/27/03 27.58
IRETS Buy 2/27/03 9.44
PACR Buy 2/27/03 12.79
In all cases I am not getting the results that I expect. When you do
a scan using the code you suggested are you getting comparable
results or are you getting 4 black crows and an engulfing white
soldier?
This seems basic but I am getting frustrated. I seem to understand
my code and your code as well but the results are erroneous. I'm
still looking for help.
Thanks again,
Ed
--- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxxx>
wrote:
> Ed,
>
> May I ask as to why your scan is showing dates like 1 / 3 /
03...what are
> your settings in AA for range....my settings are: n last quotations
and n=1.
>
> also, try this:
>
> 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 Outside()AND O < C;// AND
H >
> Ref(H,-1) AND L < Ref(L,-1);
> Filter=fourCrows_With_engul > 0;
> Buy=fourCrows_With_engul;
> Or try this:
>
> 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 CdBullishEngulfing()AND O
< C;//
> Outside()AND O < C;// AND H > Ref(H,-1) AND L < Ref(L,-1);
> Filter=fourCrows_With_engul > 0;
> Buy=fourCrows_With_engul;
>
> Anthony
> -------Original Message-------
>
> From: amibroker@xxxxxxxxxxxxxxx
> Date: Thursday, February 27, 2003 13:44:13
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Need help wtih a scan
>
> 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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