|
PureBytes Links
Trading Reference Links
|
Anthony,
You did it! I found that the periodicity was set to Weekly. I
changed it to Daily and it now works fine. Thank you for all of your
time and patience. I looked through the settings at least twice but
did not pick that up.
Ed
--- In amibroker@xxxxxxxxxxxxxxx, Anthony Faragasso <ajf1111@xxxx>
wrote:
> Ed,
>
> By looking at your results....and the image file...where is the buy
> arrow...I do not see it on the chart....also, I do not believe the
scan
> should be picking up Mutual funds...Mutual funds do not report
Open ,
> High and Low figures...do they ?
>
> Check this:
> While in the AA window..click on Settings....and in the General
> window...See if PERIODICITY is set to DAILY, then run the scan
> again.....
>
> Anthony
>
> "Edward M. Wylonis" wrote:
>
> > 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? --- In
amibroker@xxxxxxxxxxxxxxx,
> > Anthony Faragasso <ajf1111@xxxx> 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 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
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > Yahoo! Groups Sponsor
> > > > > > ADVERTISEMENT
> > > > > >
> > > > > >
> > > > > > >
> > > > > > > Send BUG REPORTS to bugs@xxxx
> > > > > > > Send SUGGESTIONS to suggest@xxxx
> > > > > > > -----------------------------------------
> > > > > > > Post AmiQuote-related messages ONLY to:
> > amiquote@xxxxxxxxxxxxxxx
> > > >
> > > > > > > (Web page:
http://groups.yahoo.com/group/amiquote/messages/)
> >
> > > > > > > --------------------------------------------
> > > > > > > Check group FAQ at:
> > > > > > >
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > > > > >
> > > > > > > Your use of Yahoo! Groups is subject to the Yahoo!
Terms of
> > > > > Service.
> > > > >
> > > > >
> > > > > Yahoo! Groups Sponsor
> > > > > ADVERTISEMENT
> > > > >
> > > > >
> > > > >
> > > > >
> > > > > Send BUG REPORTS to bugs@xxxx
> > > > > Send SUGGESTIONS to suggest@xxxx
> > > > > -----------------------------------------
> > > > > Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx
> >
> > > > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > > > --------------------------------------------
> > > > > Check group FAQ at:
> > > > http://groups.yahoo.com/group/amibroker/files/groupfaq
> > > > > html
> > > > >
> > > > > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> > Service.
> > > >
> > > >
> > > >
> > > > Yahoo! Groups Sponsor
> > > ADVERTISEMENT
> > >
> > >
> > > >
> > > > Send BUG REPORTS to bugs@xxxx
> > > > Send SUGGESTIONS to suggest@xxxx
> > > > -----------------------------------------
> > > > Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx
> > > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > > --------------------------------------------
> > > > Check group FAQ at:
> > > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > >
> > > > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> > Service.
> >
> >
> > Yahoo! Groups Sponsor
> ADVERTISEMENT
>
>
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
> > -----------------------------------------
> > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > --------------------------------------------
> > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
> > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service.
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Rent DVDs Online-No late fees! Try Netflix for FREE!
http://us.click.yahoo.com/bbvVKB/oEZFAA/46VHAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|