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First
break down what you are trying to do...
<SPAN
class=423470816-28032003>
1)set
a start date
2)set
a min MA of volume
<SPAN
class=423470816-28032003>3)measure the ROC over the time
period
<SPAN
class=423470816-28032003>
The
first condition is found using the Datenum() function
the
second is simple found using greater than
the
third requires you to count the bars since condition one and apply the ROC to
that time frame....
<SPAN
class=423470816-28032003>
<FONT
color=#282828>
Start=DateNum()==1030102<FONT
color=#282828><FONT color=#0000ff face=Arial
size=2>;
count=LastValue(BarsSince(Start),1<FONT
color=#282828><FONT color=#0000ff face=Arial
size=2>);
Croc=ROC(C<FONT
color=#0000ff face=Arial size=2>,count);<FONT
face=Arial>
testvol=MA(V<FONT
face=Arial>,20)>1000000<FONT
color=#0000ff>;
<FONT
face=Arial>
Filter= testvol AND LastValue(croc)>5<FONT
color=#282828><FONT color=#0000ff face=Arial
size=2>;
AddColumn(<FONT
color=#0000ff>ValueWhen(start,<FONT
color=#000000>C<FONT
color=#282828>,1<FONT
color=#282828>),"close at start"<FONT
color=#282828>);<FONT
size=2>
AddColumn(<FONT
color=#000000>C<FONT
color=#282828>,"close today"<FONT
color=#282828>);<FONT
size=2>
AddColumn(croc,<FONT
color=#ff00ff>"ROC");
<SPAN
class=423470816-28032003>Explore your watchlist for the
results.....
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: nurudinkaba
[mailto:n.kaba@xxxxxxxxxx]Sent: Friday, March 28, 2003 10:03
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
filtering data...i'd like to filter symbols that have
gained 5% since the beginning of the calendar year and have a 20 day moving
average of Volume greater then 1,000,000...Any help would be
appreciated.ThanksSend
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