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RE: [amibroker] Tim Tillson's T3 Digital Filtering



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Hi Herman and Werner,
 
In order to insure that today's High '<FONT 
size=3>made a new 10 day high' (ie, is greater than ANY High in the 
last 10 days), would you not want to use this :
 
<FONT 
color=#0000ff>    New10DayHigh = 
H>HHV(H,10<FONT 
size=2><FONT 
color=#0000ff>);
<FONT 
color=#0000ff> 
instead 
of:
<FONT 
face=Arial> 
<FONT 
color=#0000ff>    New10DayHigh = 
H>Ref(H,-10<FONT 
size=2><FONT face="Courier New" 
color=#0000ff>);
<FONT 
face=Arial> 
?
<FONT 
face=Arial> 
<FONT 
face=Arial>thanks
<FONT 
face=Arial> 
<FONT 
face=Arial>-john<FONT 
size=2>

<BLOCKQUOTE dir=ltr 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Herman van den 
  Bergen 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Monday, March 01, 2004 4:41 
AM
  Subject: RE: [amibroker] New High / New 
  Low count possible with AB ?
  
  Try 
  this:
  <FONT 
  color=#008000 size=2> 
  <FONT 
  size=2>// Exploration<FONT 
  face="Courier New">Buy=Sell=Short=Cover=<FONT 
  face="Courier New" color=#ff00ff size=2>0<FONT 
  face="Courier New">;<FONT face="Courier New" 
  color=#0000ff>SetOption<FONT face="Courier New" 
  color=#000000>(<FONT face="Courier New" 
  color=#ff00ff>"NoDefaultColumns"<FONT 
  face="Courier New">,False);New10DayHigh 
  = H>Ref<FONT 
  face="Courier New">(H,-<FONT face="Courier New" 
  color=#ff00ff>10<FONT 
  face="Courier New">);CloseUp3 = C><FONT 
  face="Courier New" color=#ff00ff>1.03<FONT 
  face="Courier New">*<FONT face="Courier New" 
  color=#0000ff>Ref(C,-<FONT 
  face="Courier New" color=#ff00ff>1<FONT 
  face="Courier New">);VolumeUp = V><FONT 
  face="Courier New" color=#0000ff>Ref<FONT 
  face="Courier New">(V,-<FONT face="Courier New" 
  color=#ff00ff>1<FONT 
  face="Courier New">);ConditionTrue = New10DayHigh AND CloseUp3 
  AND VolumeUp;Filter = ConditionTrue;<FONT 
  face="Courier New" color=#0000ff>AddToComposite<FONT face="Courier New" 
  color=#000000>(Filter,<FONT face="Courier New" 
  color=#ff00ff>"~NumQualifyingStks"<FONT face="Courier New" 
  color=#000000>,"X"<FONT 
  face="Courier New" color=#000000>,<FONT face="Courier New" 
  color=#ff00ff>1|<FONT 
  face="Courier New" color=#ff00ff>2<FONT face="Courier New" 
  color=#000000>|4<FONT 
  face="Courier New" color=#000000>|<FONT face="Courier New" 
  color=#ff00ff>16<FONT 
  color=#000000>);<FONT face="Courier New" 
  color=#0000ff>AddColumn<FONT face="Courier New" 
  color=#000000>(ROC<FONT 
  face="Courier New" color=#000000>(H,<FONT face="Courier New" 
  color=#ff00ff>10),<FONT 
  face="Courier New" color=#ff00ff>"%10DayHi"<FONT face="Courier New" 
  color=#000000>,<FONT face="Courier New" 
  color=#ff00ff>1.2<FONT 
  color=#000000>);<FONT face="Courier New" 
  color=#0000ff>AddColumn<FONT face="Courier New" 
  color=#000000>(ROC<FONT 
  face="Courier New" color=#000000>(V,<FONT face="Courier New" 
  color=#ff00ff>1),<FONT 
  face="Courier New" color=#ff00ff>"%Vup"<FONT face="Courier New" 
  color=#000000>,<FONT face="Courier New" 
  color=#ff00ff>1.2<FONT 
  color=#000000>);<FONT face="Courier New" 
  color=#0000ff>AddColumn<FONT face="Courier New" 
  color=#000000>(ROC<FONT 
  face="Courier New" color=#000000>(C,<FONT face="Courier New" 
  color=#ff00ff>1),<FONT 
  face="Courier New" color=#ff00ff>"%Cup"<FONT face="Courier New" 
  color=#000000>,<FONT face="Courier New" 
  color=#ff00ff>1.2<FONT color=#000000 
  size=2>);// 
  IndicatorQStocks = <FONT 
  face="Courier New" color=#0000ff>Foreign<FONT 
  face="Courier New">(<FONT face="Courier New" 
  color=#ff00ff>"~NumQualifyingStks"<FONT 
  face="Courier New">,<FONT face="Courier New" 
  color=#ff00ff>"X"<FONT 
  face="Courier New">);
  <FONT 
  size=2>Plot<FONT 
  color=#000000>(QStocks,"QStocks"<FONT 
  color=#000000>,1<FONT 
  color=#000000>,1<FONT 
  color=#000000>);
  <FONT 
  color=#000000 size=2> 
  
  <FONT face=Arial 
  size=2>Best 
  regards,Herman.
  To boldly go where no trader has gone 
  before...
  <SPAN 
  class=376321912-01032004> 
  
    <FONT face=Tahoma 
    size=2>-----Original Message-----From: WKRAG@xxxxxxxxxxx 
    [mailto:WKRAG@xxxxxxxxxxx]Sent: Monday, March 01, 2004 5:52 
    AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] 
    New High / New Low count possible with AB ?Good 
    day,I was wondering if the following is possible with AB:I 
    want to count the number of stocks depending on my own criteria, like, 
    something like:Number of stocks which:made a new 10 day high 
    andclosed up more than 3% andhad increased volume Now, I 
    want a list of dates (let's say for the last 2 years) and the 
    corresponding NUMBER of STOCKS that qualify. The list should look 
    like this:01/01/2003  10001/02/2003  
    110and so forth. Is this possible with AB ?Thank 
    you,WernerSend BUG REPORTS to 
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