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Hi i'm not sure i understand what you mean.
could you give a better explanation of what you posted below.
""simultaneously screen for
the stocks whose price penetrates their 20-day SMA (up
or down, either way), and after penetration, never
touch their 20-day again until another positive
penetration.""
This exploration is the rsi 20 being greater than 50 >= 20 days,
when the rsi20 crosses below the 50,
the close should have been lower than
an MA(c,20)for 10 or more bars, during
the period where the rsi(20) was > than 50.
the plot will show the rsi(20)>50 condition with green outlines on
the candles.
a blue outline on the candles no true condition.
A yellow outline is when cond1 is true.
RSIx=IIf(RSI(20)>50,1,0);
rsixcount=BarsSince(RSIx==0);
//RSIbars=RSIxcount>=20;
MAz=IIf(C<MA(C,20),1,0);
MAcount=BarsSince(MAz==0);
Cond1=IIf(BarsSince(Ref(rsixcount>=20,-1) AND rsixcount==0)==0 AND
BarsSince(MAcount==0)>=10,1,0);
Filter=Cond1;
AddColumn(RSIx,"rsix");
AddColumn(RSIxcount,"RSIxcount");
AddColumn(MAz,"MAz");
AddColumn(MAcount,"MAcount");
AddColumn(Cond1,"Cond1");
Plot(C, "",6+Cond1-RSIx,64);
Plot(MA(C,20),"",4 ,4 );
Peter.
--- In amibroker@xxxxxxxxxxxxxxx, Bill Pritchard <billpritjr@xxxx>
wrote:
> Hey everybody-
>
> Here is "what I want to do"....maybe someone much
> smarter than me can help me with an AFL to do this.
>
> I would like to scan the entire NYSE and NASDAQ
> universe for those stocks whose 20-day RSI penetrates
> thru (up or down, either way) the 50-index (middle
> line) and after penetration, STAYS on the that side of
> the 50-index line for at least 4 weeks, without ever
> touching the mid-line, or in other words, during the 4
> week period, the RSI never hits 50.0 value. This
> behavior would have occurred over the last 12 months.
>
> This screen in and of itself may be a little hard to
> create, but to make things worse, I would like to
> screen the above AND also simultaneously screen for
> the stocks whose price penetrates their 20-day SMA (up
> or down, either way), and after penetration, never
> touch their 20-day again until another positive
> penetration.
>
> I would settle for the RSI screen at this point.
>
> Graphically speaking, the following stocks charts are
> an example of the stocks I want to look for:
>
> (20-day RSI, 20-day SMA)
>
> MRX, OSTK, OSI, VRSN, WCN, YHOO
>
> ideally, I want to assemble a watchlist of maybe 20
> stocks to monitor, which meet the above criteria.
>
> not to be sarcastic, but this screen might be called
> "Easy Trend Following off SMA and RSI for Dumb
> Traders"
>
> any ideas, help, appreciated
>
> BILL
>
> billpritjr@xxxx
>
>
>
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