[amibroker] The next bar Close

["DIMITRIS TSOKAKIS" <TSOKAKIS@xxxxxxxxx>]

is expected to be from f% below todays L to f% above todays H.
For a certain value of f we will have a percentage perc of successful 
predictions.
Example:
f=2, perc=90% means that the 90% of the next bar Close values will be 
from -2% below L to +2% above H. 
The combination of highest perc with lowest f will reveal the 
interesting stocks of the database.
XRAY needs just an 1.6% below L and above H to give 90% successful 
prediction for the next bar Close.*
NTAP is the the most volatile : We need an f=6.8% below L and above H 
to give a safe prediction for tomorrows Close !!
The exploration
 
for(perc=75;perc<=90;perc=perc+5)
{
for(f=0;f<10;f=f+0.1)
{
Cond=C>(1-0.01*f)*Ref(L,-1) AND C<(1+0.01*f)*Ref(H,-1);
st=LastValue(100*Cum(Cond)/Cum(1));
if(st<perc)
{
f1=f;st1=st;
}
}
AddColumn(f1,"f["+WriteVal(perc,1.0)+"%]",1.1);
}
Filter=1;//Explore for the last quotation
 
is interesting.
 
Dimitris Tsokakis
____________________________________________
*N100 statistics since Jan2000



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