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Sorry,
a small mistake at the end.
Take this:
pds = 3;
Buy = Sum(H<Ref(H,-1),pds)==pds AND Sum(L<Ref(L,-1),pds)==pds;
Short = Sum(H>Ref(H,-1),pds)==3 AND Sum(L>Ref(L,-1),pds)==pds;
--
Thomas Zmuck <thomas.zm@xxxxxx>
http://www.tradingbasis.com
On Wed, 09 Jul 2003 14:03:32 +0200
Thomas Zmuck <thomas.zm@xxxxxx> wrote:
> BTW:
>
> Here is a formula to try this strategy:
>
> pds = 3;
> Buy = Sum(H<Ref(H,-1),pds)==pds AND Sum(L<Ref(L,-1),pds)==pds;
> Short = Sum(H>Ref(H,-1),pds)==3 AND Sum(L>Ref(L,-1),pds)==3;
>
> --
> Thomas Zmuck <thomas.zm@xxxxxx>
> http://www.tradingbasis.com
>
>
>
> On Wed, 09 Jul 2003 11:46:57 -0000
> "Eugene" <johngalt1234@xxxxxxxxx> wrote:
>
> > Three consecutive higher closes and three consecutive higher lows.
> > Sometimes this pattern can go for 4 or 5 days... You might want to try
> > 5 if the universe of stocks you are scanning is pretty large.
> > Some other qualifiers could be added.
> > you would short at close on the 5 day in case you are using the 5day
> > run pattern.
> > I did an analysis on AAPL and found that with the 3 day pattern you
> > could expect a 4% return in about 5 trading days about 60% of the time.
> >
> >
> >
> >
> >
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