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This exploration was recertly posted in the AFL
library. It is missing the definition of "bbTopSell". I would
appreciate someone posting this missing definition. BTW, what does
this " { " mean? Ron D
<TABLE borderColor=#ccdddd cellSpacing=0 cellPadding=3 width="100%"
bgColor=#ffffee border=1>
Formula name:
Bollinger Band Gap
Author/Uploader:
klaushengher -
Date/Time added:
2003-06-15 12:43:31
Origin:
Keywords:
Level:
advanced
Flags:
exploration
fClose = Ref(C,-1);fHigh = Ref(H,-1);fLow = Ref(L,-1);fAdvDrop
= fClose - Ref(C,-2);fAtr = Ref(ATR(8),-1);diffHl =
fHigh-fLow;fStoch =
Ref(StochD(14),-1);fBBandTop=Ref(BBandTop(C,20,2),-1);fOpenCond = fClose
- 0.5 * fAtr;fOpen = Ref(O,0);fStopLoss = fHigh + 0.5 *
fAtr;bbTopSell =
// The stock must first puncture and close outside (above) the upper
BollingerBandIIf( fClose >
fBBandTop
AND// The closer the closing price is to the high of the day, the
better. fClose > (fLow + 0.75 * diffHL
) AND// And the bigger the day's advance, the
better fAdvDrop > (1.5 *
fAtr)
AND// On the following day, the stock must 'gap' down below the prior
day'sclose.// This 'gap down' is crucial as it serves as the most
important criteria of// the entire strategy.
fOpen <
fOpenCond
AND// Overbought condition added fStoch > 80,
1, 0 );/* Exploration Columns for Sorting */NumColumns =
10;Column0 = fOpen;Column1 = fOpenCond;Column2 =
fStopLoss;Column0Name = "Open";Column1Name =
"OpenCond";Column2Name = "StopLoss";Column0Format =
1.2;Column1Format = 1.2;Column2Format = 1.2;Filter = bbTopSell
== 1;Buy = 0;Sell = bbTopSell>0;
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