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last weekend everyone was busy with the "helper duudes" thread, and
hopefully just missed this question which i posted last Sat.
I have around 250 stocks in my "inventory" and today only 2 find a
triangle Exploration. From the list TJ shows on the AB website, i
should be getting lots of "hits". I set my end date to be 11/26/2003
and while i have only a few stocks of TJ's, i don't get any hits..
IF someone has used this Exploration code, could you please tell me
what you did to make it work?
thanks,
ron
>
> This is from:
> http://www.amibroker.com/members/traders/03-2004.html
>
>
> // Triangular Formation Exploration
> // Use in Automatic Analysis -> Explore
> //
> // you can modify PercentThreshold below
> PercentThreshold = 20;
> ///
>
> function RSquared( array, periods )
> {
> return Correlation( Cum(1), array, periods ) ^ 2;
> }
>
> // 20% zig-zag
> zz = Zig(C, PercentThreshold );
>
> x = Min( BarsSince( zz > Ref(zz,-1) AND Ref( zz, -1 ) < Ref( zz, -
2 ) ),
> BarsSince( zz < Ref(zz,-1) AND Ref( zz, -1 ) > Ref( zz, -
2 ) ) );
>
> I = LastValue( x )+1;
> xM = LastValue( I / 2 );
>
> A = LastValue( LinRegSlope( C ,I ) );
>
> // Regression line
> reg = A*x + LastValue( LinearReg( C, I ) ) - A*(I-1);
>
> // Up AND Down Indicators
> day1 = LastValue( ValueWhen( x == 0, Day() ) );
> Month1 = LastValue( ValueWhen( x == 0, Month() ) );
> year1 = LastValue( ValueWhen( x == 0, Year() ) );
> OK = BarsSince( day1 == Day() AND month1 == Month() AND year1 ==
Year() ) >=
> 0;
> downm = Min( C-reg, 0 );
> down = IIf( NOT OK, 0, ValueWhen( downm != 0, downm ) );
> upm = Max( C-reg, 0 );
> up = IIf( NOT OK, 0, ValueWhen( upm !=0, upm ) );
>
> // Slope of up AND down indicators
> Id = LastValue( Cum( Hold( OK AND C<reg, I ) ) );
> Iu = LastValue( Cum( Hold( OK AND C>reg, I ) ) );
> downSlope = Sum( ( x - xM ) * ( down - LastValue( Sum( down, Id )/
Id ) )
> ,Id) /
> Sum( ( x - xM ) * ( x - xM ), Id );
> upSlope = Sum( ( x - xM ) * ( up - LastValue( Sum( up, Iu )/Iu ) ),
Iu ) /
> Sum(( x- xM )^2, Iu );
>
> // Short Term Swings
> SS = Sum( Cross( MA( C, 5 ), reg) + Cross( reg, MA( C, 5 ) ), I -
1);
>
> // Max Retracement
> retr = Max( abs( C-HHV(C,I+1)), abs(C-LLV(C,I+1)) ) /
> abs( ValueWhen( x==0, C, 2 )- ValueWhen( x==0, C, 1 ) ) *100;
>
> // Volume slope
> VolSlope =Sum( ( x - xM )*( V - LastValue( Sum( V, I )/I ) ),
I )/Sum( ( x -
> xM )^2, I);
>
> //TPR Formula
> TPR = IIf( I >= 10 AND I <= 60 AND downSlope > 0 AND upSlope < 0
AND retr <
> 50 AND SS >= 3,
> // Time
> IIf(I >= 15 AND I < 30, 2, 0 ) +
> IIf(I >= 30 AND I <= 55, 1, 0 ) +
> //r^2
> IIf( RSquared( C, I) < 0.2, 2, 0) +
> IIf( RSquared( C, I) >= 0.2 AND RSquared(C,I) < 0.5, 1, 0 ) +
> //Max retracement
> IIf( retr < 20, 4, 0 ) +
> IIf( retr >= 20 AND retr < 38, 3, 0 ) +
> //Volume
> IIf( VolSlope < 0, 4, 0 ) + 1,
> /*otherwise*/ 0);
>
> Filter = TPR > 0;
> AddColumn( TPR, "TPR" );
> ---
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