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Re: [amibroker] Re: Need help wtih a scan



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I set the range 1/1/03 to 2/27/03 for all scans:

Scan # 1: Check the image file Ed1.

using the code that ends with: And CdBullishEngulfing()AND O < C;
There were many buy candidates...I stopped the scan short of
completion..but all showed the same pattern as the image.

Scan # 2: Check the image file Ed2.

using the code that ends with: AND Outside()AND O < C;
There were many buy candidates...I stopped the scan short of
completion..but all showed the same pattern as the image.

Scan # 3: Check the image file Ed3.

using the code that ends with: AND O  <  C AND H > Ref(H,-1) AND L <
Ref(L,-1);

There were many buy candidates...I stopped the scan short of
completion..but all showed the same pattern as the image.


What is it that you are looking for.....or what is your scan
returning....send an image

Anthony
"Edward M. Wylonis " wrote:

>  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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