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I have the candlestick
commentary from the afl library and I want to test the 60 odd bullish and
bearish patterns defined in the script against individual stock to get
some idea of the relative reliability of individual candle signals for
each stock.
To do the counting I have cannibalized part of another script from the
library on price persistency :
// setup
Pattern
pat=HERE IS WHERE I WANT
TO TEST THE 60 ODD SIGNALS;
/*********************************************************/
// # of patterns
pat1=Cum(pat);
//# of
bars
bars=Cum(1);
//%
Pattern
Cond1=(Cum(pat)/Cum(1))*100;
/************************************/
//# Wins
// 1 day up after pattern
Day1up=Cum(Ref(pat,-1)
AND C>
Ref(C,-1));
Day1down=Cum(Ref(pat,-1)
AND C <
Ref(C,-1));
// 2 days
up after pattern
Day2up=Cum(Ref(pat,-2)
AND
Ref(C,-1)>Ref(C,-2) AND C> Ref(C,-1));//2 days up
Day2down=Cum(Ref(pat,-2) AND Ref(C,-1)Ref(C,-3) AND Ref(C,-1)> Ref(C,-2)AND C > Ref(C,-1));//3 days up
Day3down=Cum(Ref(pat,-3) AND Ref(C,-2) Ref(C,-1))/Cum(pat))*100;
Day1downpercent=(Cum(Ref(pat,-1) AND C < Ref(C,-1))/Cum(pat))*100;
Day2upPercent=(Cum(Ref(pat,-2) AND Ref(C,-1)>Ref(C,-2) AND C> Ref(C,-1))/Cum(pat))*100;
Day2downPercent=(Cum(Ref(pat,-2) AND Ref(C,-1)Ref(C,-3) AND Ref(C,-1)> Ref(C,-2)AND C > Ref(C,-1))/Cum(pat))*100;
Day3downPercent=(Cum(Ref(pat,-3) AND Ref(C,-2)
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