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What you see here is an attempt to create a scan that looks for
the first "up day" following a series of as many as twenty sequential
days where the high of the day was less than the three day moving average
of the high. To say it another way, this scan is looking
for up to twenty mostly down days occurring, untill an up day finally appears
(gasp). I decided to look for the H>MA(H,3) in order to prevent the
possibility of a single very small "up day" interfearing with the
general idea of finding stocks that are in a severe free fall
condition. Needless to say, I tried several ways to get this scan to
work as I wanted it to , but alas, all to no avail. I then found that I
could get it to actually run (with obviously no hits), if I placed a zero
to the left of the last comma in the IIF statement.
Example>>IIf(ref(H<MA(H,3),PAST2,0). What I am trying to
ultimately achieve is an exploration for those conditions where a
stock is in virtual freefall, and then I want to examine the
subsequent behavior of the stock after the free fall ends. BTW,
I sincerely appreciate all of the assistance provided by
Amibroker users from around the world during my recent efforts to
create my first exploration.
In my first attempt to make this work, I had placed "BUY"
in place of the zero to the right of the last comma in the IIF
statement. Example>>IIF(H>MA(H,3),PAST2,buy), but
it would not work.
I would really appreciate it if one of the many magnanimous
Amibroker users would be so kind as to create an exploration version of
this freefall concept that works, I think I am capable
of creating the necessary exploration report columns that I need to analyze
the results of the exploration. The rest of this email further
elucidates what I did.
The below PAST(n) statements were pasted into
>>SETUP=O<C AND PAST1; and the resulting "SETUP=statement
" is shown following these commented PAST(n) statements.
Further down in this email is shown the completed scan that actually
ran and which obviously produced no buy candidates because of the zero that
was placed to the right of the last comma in the IIF statement.
Filter=C>1<FONT
size=1> AND C<100<FONT
size=1> AND MA<FONT
size=1>(V,50<FONT
size=1>)>100000<FONT
size=1>;
//PAST1=IIf(Ref(H<MA(H,3),-1),PAST2,0) <FONT
size=1>
//PAST2=IIf(Ref(H<MA(H,3),-2),PAST3,0) <FONT
size=1>
//PAST3=IIf(Ref(H<MA(H,3),-3),PAST4,0) <FONT
size=1>
//PAST4=IIf(Ref(H<MA(H,3),-4),PAST5,0) <FONT
size=1>
//PAST5=IIf(Ref(H<MA(H,3),-5),PAST6,0) <FONT
size=1>
//PAST6=IIf(Ref(H<MA(H,3),-6),PAST7,0) <FONT
size=1>
//PAST7=IIf(Ref(H<MA(H,3),-7),PAST8,0) <FONT
size=1>
//PAST8=IIf(Ref(H<MA(H,3),-8),PAST9,0) <FONT
size=1>
//PAST9=IIf(Ref(H<MA(H,3),-9),PAST10,0) <FONT
size=1>
//PAST10=IIf(Ref(H<MA(H,3),-10),PAST11,0) <FONT
size=1>
//PAST11=IIf(Ref(H<MA(H,3),-11),PAST12,0) <FONT
size=1>
//PAST12=IIf(Ref(H<MA(H,3),-12),PAST13,0) <FONT
size=1>
//PAST13=IIf(Ref(H<MA(H,3),-13),PAST14,0) <FONT
size=1>
//PAST14=IIf(Ref(H<MA(H,3),-14),PAST15,0) <FONT
size=1>
//PAST15=IIf(Ref(H<MA(H,3),-15),PAST16,0) <FONT
size=1>
//PAST16=IIf(Ref(H<MA(H,3),-16),PAST17,0) <FONT
size=1>
//PAST17=IIf(Ref(H<MA(H,3),-17),PAST18,0) <FONT
size=1>
//PAST18=IIf(Ref(H<MA(H,3),-18),PAST19,0) <FONT
size=1>
//PAST19=IIf(Ref(H<MA(H,3),-19),PAST20,0) <FONT
size=1>
//PAST20=IIf(Ref(H<MA(H,3),-20),1,0)
The above
PAST(n) statements were pasted into >>SETUP=O<C AND PAST1; with this
result:
SETUP=O<C AND <FONT color=#0000ff
size=1>IIf(Ref<FONT
size=1>(H<MA<FONT
size=1>(H,3<FONT
size=1>),-1),<FONT
color=#0000ff size=1>IIf(<FONT color=#0000ff
size=1>Ref(H<<FONT color=#0000ff
size=1>MA(H,<FONT color=#ff00ff
size=1>3),-2<FONT
size=1>),IIf(<FONT
color=#0000ff size=1>Ref(H<<FONT
color=#0000ff size=1>MA(H,<FONT color=#ff00ff
size=1>3),-3<FONT
size=1>),IIf(<FONT
color=#0000ff size=1>Ref(H<<FONT
color=#0000ff size=1>MA(H,<FONT color=#ff00ff
size=1>3),-4<FONT
size=1>),IIf(<FONT
color=#0000ff size=1>Ref(H<<FONT
color=#0000ff size=1>MA(H,<FONT color=#ff00ff
size=1>3),-5<FONT
size=1>),IIf(<FONT
color=#0000ff size=1>Ref(H<<FONT
color=#0000ff size=1>MA(H,<FONT color=#ff00ff
size=1>3),-6<FONT
size=1>),IIf(<FONT
color=#0000ff size=1>Ref(H<<FONT
color=#0000ff size=1>MA(H,<FONT color=#ff00ff
size=1>3),-7<FONT
size=1>),IIf(<FONT
color=#0000ff size=1>Ref(H<<FONT
color=#0000ff size=1>MA(H,<FONT color=#ff00ff
size=1>3),-8<FONT
size=1>),IIf(<FONT
color=#0000ff size=1>Ref(H<<FONT
color=#0000ff size=1>MA(H,<FONT color=#ff00ff
size=1>3),-9<FONT
size=1>),IIf(<FONT
color=#0000ff size=1>Ref(H<<FONT
color=#0000ff size=1>MA(H,<FONT color=#ff00ff
size=1>3),-10<FONT
size=1>),IIf(<FONT
color=#0000ff size=1>Ref(H<<FONT
color=#0000ff size=1>MA(H,<FONT color=#ff00ff
size=1>3),-11<FONT
size=1>),IIf(<FONT
color=#0000ff size=1>Ref(H<<FONT
color=#0000ff size=1>MA(H,<FONT color=#ff00ff
size=1>3),-12<FONT
size=1>),IIf(<FONT
color=#0000ff size=1>Ref(H<<FONT
color=#0000ff size=1>MA(H,<FONT color=#ff00ff
size=1>3),-13<FONT
size=1>),IIf(<FONT
color=#0000ff size=1>Ref(H<<FONT
color=#0000ff size=1>MA(H,<FONT color=#ff00ff
size=1>3),-14<FONT
size=1>),IIf(<FONT
color=#0000ff size=1>Ref(H<<FONT
color=#0000ff size=1>MA(H,<FONT color=#ff00ff
size=1>3),-15<FONT
size=1>),IIf(<FONT
color=#0000ff size=1>Ref(H<<FONT
color=#0000ff size=1>MA(H,<FONT color=#ff00ff
size=1>3),-16<FONT
size=1>),IIf(<FONT
color=#0000ff size=1>Ref(H<<FONT
color=#0000ff size=1>MA(H,<FONT color=#ff00ff
size=1>3),-17<FONT
size=1>),IIf(<FONT
color=#0000ff size=1>Ref(H<<FONT
color=#0000ff size=1>MA(H,<FONT color=#ff00ff
size=1>3),-18<FONT
size=1>),IIf(<FONT
color=#0000ff size=1>Ref(H<<FONT
color=#0000ff size=1>MA(H,<FONT color=#ff00ff
size=1>3),-19<FONT
size=1>),IIf(<FONT
color=#0000ff size=1>Ref(H<<FONT
color=#0000ff size=1>MA(H,<FONT color=#ff00ff
size=1>3),-<FONT
size=1>20),<FONT color=#ff00ff
size=1>1,0<FONT
size=1>),0),<FONT
color=#ff00ff size=1>0),<FONT color=#ff00ff
size=1>0),0<FONT
size=1>),0),<FONT
color=#ff00ff size=1>0),<FONT color=#ff00ff
size=1>0),0<FONT
size=1>),0),<FONT
color=#ff00ff size=1>0),<FONT color=#ff00ff
size=1>0),0<FONT
size=1>),0),<FONT
color=#ff00ff size=1>0),<FONT color=#ff00ff
size=1>0),0<FONT
size=1>),0),<FONT
color=#ff00ff size=1>0),<FONT color=#ff00ff
size=1>0); <FONT
color=#ff00ff size=1>
LASThigherhigh=<FONT color=#0000ff
size=1>ValueWhen(<FONT color=#0000ff
size=1>Cross(<FONT color=#0000ff
size=1>MA(C,<FONT color=#ff00ff
size=1>3),C),C,<FONT color=#ff00ff
size=1>1);//this gives the
approximate value of the close just as the line graph of close prices is
crossing down through the 3day MA of close prices. This is the same thing as the
STOCHK RED LINE passing down through the STOCHD BLUE LINE. This may not always
be the exact high of the last pivot, but it is close enough for
me.
LASThigherlow=ValueWhen<FONT
size=1>(Cross<FONT
size=1>(C,MA<FONT
size=1>(C,3<FONT
size=1>)),C,1<FONT
size=1>);//I used 1 for the n-th most recent
occurrence. There may also be an occurrance of this > Cross(C,MA(C,3)),C,1)
happening on the day that the scan is being run. If so, then would the present
occurrence of this Crossing be considered to be the n-th most recent occurrence
rather than what I am assuming here. I will test it an find out.<FONT
size=1>
PRIORhigherhigh=ValueWhen<FONT
size=1>(Cross(<FONT
color=#0000ff size=1>MA(C,<FONT color=#ff00ff
size=1>3),C),C,<FONT color=#ff00ff
size=1>2);//Same
explanation as LASThigherhigh, but notice how this is now looking for the second
most recent occurrence of a high pivot point.
PRIORhigherlow =ValueWhen<FONT
size=1>(Cross<FONT
size=1>(C,MA<FONT
size=1>(C,3<FONT
size=1>)),C,2<FONT
size=1>);// Ditto the above
explanation.
uptrendtest=LASThigherhigh>PRIORhigherhigh AND
LASThigherlow>PRIORhigherlow;
Buy= Filter AND setup AND uptrendtest;
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