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RE: [amibroker] Re: RS code



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Sorry but donīt know why this message got posted 2 times and I 
checked AB file section and newsletter and found nothing on this 
part, only a fund ranking system.

Thanks Herman !!!
I see it named QRS and looking at the date ranges it looks much like 
what QP uses in his QRS calculation, no ?

Does this mean that the flaw of QRS is also in there. By this I mean 
the somethimes peak swings you can seen in QRS.
Thank

--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen" 
<psytek@xxxx> wrote:
> Modify to your needs:
> 
> //Calculating QRS
> 
> Buy=Sell=Short=Cover=0;
> 
> Filter=Status("LastBarInTest");
> 
> SetOption("NoDefaultColumns",True);
> 
> b=BarCount-1; p=62; i=0;
> 
> T1=i++*(P+1);
> 
> T2=i*P+i-1;
> 
> T3=i++*(p+1);
> 
> T4=i*p+i-1;
> 
> T5=i++*(p+1);
> 
> T6=i*p+i-1;
> 
> T7=i++*(p+1);
> 
> T8=i*p+i-1;
> 
> 
> Price=C;
> 
> Q1 = Price[b-T1]/Price[b-T2] + Price[b-T3]/Price[b-T4] +
> Price[b-T5]/Price[b-T6]+Price[b-T7]/Price[b-T8];
> 
> AddColumn(Q1,"QRSLinear",1.3);
> 
> 
> 
> 
> Price=C;
> 
> QRS=0;
> 
> b=BarCount-1;
> 
> BarsInRange = 62; // 0-62
> 
> NumberRanges = 3; // 0-3
> 
> for(i=0;i<=NumberRanges;i++)
> 
> {
> 
> Ta = i*(P+1); // Latest Range limit
> 
> Tb = (i+1)*P+i; // Earlier Range limit
> 
> QRS = QRS + Price[b-Ta]/Price[b-Tb];
> 
> }
> 
> 
> AddColumn(QRS,"QRSLoop",1.3);
> 
> 
> NumberStocks=0;
> 
> N100WL = 0;
> 
> 
> function QRSrocNum( Price )
> 
> {
> 
> b=BarCount-1;
> 
> ROCrankNum = (
> 
> Price[b ]/price[b- 62]+
> 
> Price[b- 63]/Price[b-125]+
> 
> Price[b-126]/Price[b-188]+
> 
> Price[b-189]/Price[b-251]);
> 
> return ROCrankNum;
> 
> }
> 
> 
> Tx=QRSrocNum( Price );
> 
> AddColumn(Tx,"QRSfunction",1.3);
> 
> 
> --------------------------------------------------------------------
--------
> ----
> 
> 
>   // QP QRS Calculations
> 
>   Buy=Sell=Short=Cover=0;
> 
>   Filter=Status("LastBarInTest") AND BarCount-1 > 252;
> 
>   SetOption("NoDefaultColumns",False);
> 
>   Price = Open;
> 
> 
>   // using numbers (faster)
> 
>   b=BarCount-1;
> 
>   RankNum = (Price[b]/price[b-62]*2+
> 
>   Price[b-63]/Price[b-125]+
> 
>   Price[b-126]/Price[b-188]+
> 
>   Price[b-189]/Price[b-251])/5;
> 
> 
>   // using arrays (slower)
> 
>   RankArray = Price/Ref(Price,-62)*0.4+
> 
>   Ref(Price,-63)/Ref(Price,-125)*0.2+
> 
>   Ref(Price,-126)/Ref(Price,-188)*0.2+
> 
>   Ref(Price,-189)/Ref(Price,-251)*0.2;
> 
> 
>   AddColumn(RankNum,"RankNum",1.2);
> 
>   AddColumn(RankArray,"RankArray",1.2);
> 
> 
> --------------------------------------------------------------------
--------
> --
> 
> 
> 
>    -----Original Message-----
>   From: mickeyamelinckx [mailto:mickeyA@x...]
>   Sent: Saturday, February 28, 2004 7:39 PM
>   To: amibroker@xxxxxxxxxxxxxxx
>   Subject: [amibroker] RS code
> 
> 
>   I though I saw some RS code available for AB but can't seem to 
find
>   it anymore.  You know and RS like IBD's RS.
>   Has enyone a scan like this to start from ?
> 
> 
> 
>   Send BUG REPORTS to bugs@xxxx
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> 
> 
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