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I was reading Mark Boucher's book- The Hedge Fund Edge : Maximum
Profit/Minimum Risk Global Trend Trading Strategies
In that book he talks about the importance of Relative Strength
studies.
I was wondering if anyone has created a scan/exploration that rates
stocks on their 1 month, 3 month, and 6 month relative strengths. The
product would be to find stocks with a relative strength at least
equal to the s&p 500 for its 3 and 6 months relative strength, Then
finds stocks with a 1 month relative strength crossing over its 3
month relative strength.
Can this be accomplished using amibroker and its scan/exploration
features.
Thanks,
Brian
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