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[amibroker] Re: Need help wtih a scan



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Anthony,
 
Thanks again.  Your results are exactly what I 
am expecting but I am not getting anything close.  I have attached one of 
your codes and a screen capture to show you what I am getting.  My Scan is 
picking up many Mutual Funds as well as stocks.  The mutual funds or stocks 
show no resemblence to 4 crows and an engulfing bar.  Could there be a 
setting somewhere that is acting on the scan that I am not aware. I did check 
the settings in AA but they all seem to apply to the Back Tester.
 
Ed
 
PS:  How did you add the pictures to your 
last message?  I added this picture in an Outlook Express email 
with a copy of previous text. Hope it works?
 
<IMG alt="" hspace=0 
src="jpg00024.jpg" align=baseline 
border=0>
 
--- In <A 
href="">amibroker@xxxxxxxxxxxxxxx, Anthony 
Faragasso <ajf1111@x...> wrote:> 
Ed,> > 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 <A 
href="">amibroker@xxxxxxxxxxxxxxx, "Anthony 
Faragasso" <ajf1111@x...>> > 
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: <A 
href="">amibroker@xxxxxxxxxxxxxxx> 
> > Date: Thursday, February 27, 2003 13:44:13> > > To: <A 
href="">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 <A 
href="">amibroker@xxxxxxxxxxxxxxx, Anthony 
Faragasso <ajf1111@x...>> > > 
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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