|
PureBytes Links
Trading Reference Links
|
If I understand well, you ask for *all* the previous 20 bars the
truth of the H<MA(H,3).
This is one-line code, thanks to sum() function.
lookback=20;
setup=sum(H<MA(H,3),lookback)==lookback;
You may arrange lookback value from the first line.
Now, 20 is too much, IMO.
>From the whole N100 database, since Jan2000, there were only two
examples [RYAAY, 3/2001 and SANM,6/2002]
With lookback=15 we find 21/101 stocks that have had, at least once,
the setup condition for this period.
With lookback=10 we find 91/101 stocks and this setup becomes
interesting for general use.
To search all this, explore your database for the n=1 last quotation
with
lookback=10;// change 10 to your lookback period
setup=Sum(H<MA(H,3),lookback)==lookback;
Filter=Cum(setup)>0;
AddColumn(Cum(setup),"");
Buy=SETUP;
Then double click on a result stock and see the setup green arrows.
Sometimes they are gathered in one region and should be handled with
care. [a quick buy would be wrong, perhaps]
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "mrdavis9" <mrdavis9@xxxx> wrote:
> 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 AND C<100 AND MA(V,50)>100000;
>
> //PAST1=IIf(Ref(H<MA(H,3),-1),PAST2,0)
>
> //PAST2=IIf(Ref(H<MA(H,3),-2),PAST3,0)
>
> //PAST3=IIf(Ref(H<MA(H,3),-3),PAST4,0)
>
> //PAST4=IIf(Ref(H<MA(H,3),-4),PAST5,0)
>
> //PAST5=IIf(Ref(H<MA(H,3),-5),PAST6,0)
>
> //PAST6=IIf(Ref(H<MA(H,3),-6),PAST7,0)
>
> //PAST7=IIf(Ref(H<MA(H,3),-7),PAST8,0)
>
> //PAST8=IIf(Ref(H<MA(H,3),-8),PAST9,0)
>
> //PAST9=IIf(Ref(H<MA(H,3),-9),PAST10,0)
>
> //PAST10=IIf(Ref(H<MA(H,3),-10),PAST11,0)
>
> //PAST11=IIf(Ref(H<MA(H,3),-11),PAST12,0)
>
> //PAST12=IIf(Ref(H<MA(H,3),-12),PAST13,0)
>
> //PAST13=IIf(Ref(H<MA(H,3),-13),PAST14,0)
>
> //PAST14=IIf(Ref(H<MA(H,3),-14),PAST15,0)
>
> //PAST15=IIf(Ref(H<MA(H,3),-15),PAST16,0)
>
> //PAST16=IIf(Ref(H<MA(H,3),-16),PAST17,0)
>
> //PAST17=IIf(Ref(H<MA(H,3),-17),PAST18,0)
>
> //PAST18=IIf(Ref(H<MA(H,3),-18),PAST19,0)
>
> //PAST19=IIf(Ref(H<MA(H,3),-19),PAST20,0)
>
> //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 IIf(Ref(H<MA(H,3),-1),IIf(Ref(H<MA(H,3),-2),IIf(Ref
(H<MA(H,3),-3),IIf(Ref(H<MA(H,3),-4),IIf(Ref(H<MA(H,3),-5),IIf(Ref
(H<MA(H,3),-6),IIf(Ref(H<MA(H,3),-7),IIf(Ref(H<MA(H,3),-8),IIf(Ref
(H<MA(H,3),-9),IIf(Ref(H<MA(H,3),-10),IIf(Ref(H<MA(H,3),-11),IIf(Ref
(H<MA(H,3),-12),IIf(Ref(H<MA(H,3),-13),IIf(Ref(H<MA(H,3),-14),IIf(Ref
(H<MA(H,3),-15),IIf(Ref(H<MA(H,3),-16),IIf(Ref(H<MA(H,3),-17),IIf(Ref
(H<MA(H,3),-18),IIf(Ref(H<MA(H,3),-19),IIf(Ref(H<MA(H,3),-
20),1,0),0),0),0),0),0),0),0),0),0),0),0),0),0),0),0),0),0),0),0);
>
>
> LASThigherhigh=ValueWhen(Cross(MA(C,3),C),C,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(Cross(C,MA(C,3)),C,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.
>
> PRIORhigherhigh=ValueWhen(Cross(MA(C,3),C),C,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(Cross(C,MA(C,3)),C,2);// Ditto the above
explanation.
>
> uptrendtest=LASThigherhigh>PRIORhigherhigh AND
LASThigherlow>PRIORhigherlow;
>
> Buy= Filter AND setup AND uptrendtest;
>
>
>
>
> ---
> Outgoing mail is certified Virus Free.
> Checked by AVG anti-virus system (http://www.grisoft.com).
> Version: 6.0.520 / Virus Database: 318 - Release Date: 9/21/2003
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
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 http://docs.yahoo.com/info/terms/
|