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Hi,
Sorry, I didn't have the stomach to attack the entire formula. Here are the
translations of your 3 examples, I suppose you can probably get the rest by
just replacing the numbers...
C10^2= Square of Closing price as of 10 days ago, etc
ref( c, -10 ) ^ 2
AVGC20 = 20 day moving average
ma( c, 20 )
AVGC20.20 = 20 day moving average, as of 20 days ago
ref( ma( c, 20 ), -20 )
Regarding the last 2 examples, if you are going to be calling something
repeatedly (like 20 day MA above ), it will run a bit faster if you assign
it to a variable first and then call the variable, e.g.
MA20 = ma( c, 20 );
....
MA20
...
ref( MA20, -20 )
...
Steve
----- Original Message -----
From: "utudjian" <soetat@xxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, January 31, 2004 7:10 AM
Subject: [amibroker] Help with exploration filter
> Hi all
> I have an exploration filter (in TC2000) for identifying stocks in
> Bollinger squeeze.It works quite well. Unfortunately I am unable to
> transilate it to AB at this point.
> I will apreciate any help to impliment it in AB.
>
> A few points to make interpretation easier.
>
> C10^2= Square of Closing price as of 10 days ago, etc
> AVGC20 = 20 day moving average
> AVGC20.20 = 20 day moving average, as of 20 days ago
>
> (((AVGC20 + 2 * SQR((20 * (C^2 + C1^2 + C2^2 + C3^2 + C4^2 + C5^2 +
> C6^2 + C7^2 + C8^2 + C9^2 + C10^2 + C11^2 + C12^2 + C13^2 + C14^2 +
> C15^2 + C16^2 + C17^2 + C18^2 + C19^2) - (AVGC20 * 20)^2) / 400)) -
> (AVGC20 - 2 * SQR((20 * (C^2 + C1^2 + C2^2 + C3^2 + C4^2 + C5^2 +
> C6^2 + C7^2 + C8^2 + C9^2 + C10^2 + C11^2 + C12^2 + C13^2 + C14^2 +
> C15^2 + C16^2 + C17^2 + C18^2 + C19^2) - (AVGC20 * 20)^2) / 400))) /
> AVGC20) < .50 * (((AVGC20.20 + 2 * SQR((20 * (C20^2 + C21^2 + C22^2
> + C23^2 + C24^2 + C25^2 + C26^2 + C27^2 + C28^2 + C29^2 + C30^2 +
> C31^2 + C32^2 + C33^2 + C34^2 + C35^2 + C36^2 + C37^2 + C38^2 +
> C39^2) - (AVGC20.20 * 20)^2) / 400)) - (AVGC20.20 - 2 * SQR((20 *
> (C20^2 + C21^2 + C22^2 + C23^2 + C24^2 + C25^2 + C26^2 + C27^2 +
> C28^2 + C29^2 + C30^2 + C31^2 + C32^2 + C33^2 + C34^2 + C35^2 +
> C36^2 + C37^2 + C38^2 + C39^2) - (AVGC20.20 * 20)^2)/400)))/
> AVGC20.20)
>
> Thank you in anticipation
>
>
>
>
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>
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/)
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