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[amibroker] Trend Studies--FYI



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Hello: Below is an exploration on trends.  It assumes that you have Quotes Plus data feed. If you don't just comment out the QRS getextradata lines.  Using QRS shows the general strength of the stock in conjunction to its performance during your study period. First is the trend length: suggestions: 1 over a past few days, 5 for an interval of a week or 21 for an interval of a month.  Compare several intervals over several weeks and check for what sectors and stocks are moving into and out of the listing. With QRS you can see which sectors are the big movers and which stocks are moving in those sectors.  I also used the Whilshire index for relative strength comparison.  You can use whatever you want.  This will produce some interesting results if you use it frequently. Steve Wiser /* Begin Exploration Code*/ Filter = MA(V,20)>50000 AND MA(C,20)>5 AND GetExtraData("QRS")>60; /* I filter stocks requiring high volume and a minimum price of 5 and a minimum QRS of 60*/ /*The following code is an exploration into stock trends.*/ first=2;  // first is the i in the output window below /* First is the number of days for each ROC interval for reviewing performance */ /* You can do this to test ideals as to what happens when you test trends against past performance     Just set the From and to dates to the same date.  To test todays performance set it to today.     To test any past data set these two to the same past date.  Then look at the charts over the     followin few days to see if there is any predictive or suggestive preformance probablities.*/ NumColumns = 8; Column0 = GetExtraData("QRS"); Column0Format = 1.2; Column0Name = "QRS"; Column1= (C-Ref(C,-first*1+1)  )/C*100; Column1Name="ROC - i"; Column1Format = 1.2; Column2=  (C-Ref(C,-first*2+1) )/C*100; Column2Name="ROC - 2i"; //Column3Format = 1.2; Column3=  (C-Ref(C,-first*3+1) )/C*100; Column3Name="ROC - 3i"; Column3Format = 1.2; Column4=  (C - Ref(C,-first*4+1) )/C*100; Column4Name="ROC - 4i"; Column4Format = 1.2; Column5=  SectorID(1); Column5Name="SectorName"; Column5Format = 1.2; Column6Name=  "RelativeStrength"; Column6= RelStrength("!wlsh"); Column6Format = 1.2; Column7 = Name(); Column7Format = 1.2; Column7Name = "Ticker"; /*  End of Exploration Code. */ Yahoo! Groups Sponsor ADVERTISEMENT 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 the Yahoo! Terms of Service.