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Dimitris,
I'm getting no results from this.
Should the first scan be for all quotations rather than n=1? Otherwise I show
nothing in ~e2 or ~profitables. Even using all quotations I'm showing no output
for the exploration.
Steve
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
DIMITRIS
TSOKAKIS
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, April 10, 2003 8:14
PM
Subject: [amibroker] Re: Calculating
statistical occurrences
Here is an interesting selection method :Run first
theBuy=Cross(StochD(),35);Sell=Cross(65,StochD());// the trading
rulese1=LastValue(Equity());e2=IIf(e1>10000,e1,0);// filter out the
loosersAddToComposite(e2,"~e2","c");AddToComposite(e1>10000,"~profitables","v");Buy=0;for
all stocks, n=1 last quotations, supposed, in settings, initial equity =
10000.With the linee2=IIf(e1>10000,e1,0); you filter out loosing
stocks and withAddToComposite(e1>10000,"~profitables","v"); you count
the profitable ones.Then select the top stocks with the
explorationBuy=Cross(StochD(),35);Sell=Cross(65,StochD());e1=LastValue(Equity());e11=Foreign("~e2","c")/Foreign("~profitables","v");f=1;Filter=e1>f*e11;AddColumn(e1,"e1");AddColumn(e11,"e11");for
all stocks, n=1 last quotations.In this exploration you ask, among the
profitable stocks, these equities above the average.Note1: If you
see more than 10 stocks, increase f=1 to f=1.2 or f=1.5.Note 2 : If you
still see more than 10 stocks, then you have a great system and take
action tomorrow morning without any further delay !!!DT--- In
amibroker@xxxxxxxxxxxxxxx, "epintoem" <epintoem@xxxx> wrote:> How
would I go about Calculating the number of times a certain event>
happens with regard to a security.> > the problem in this case
is as follows:> > In a security...I would like to determine how
many times in its> lifetime dit the next days high or low come to
within say 20 cents of> the previous days close. and mark that
position on the chart.> > TIASend
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