Re: [amibroker] medium to long term code

["ed nl" <ed2000nl@xxxxxxx>]

hi,

I came up with more or less the same as Graham. It is not a trading system but you could use an explore. I explored the whole Nasdaq market but it didn't come up with 1 single buy,

rgds, Ed


// close is the highest for the last 30 days
cond1 = C == HHV(C,30);

// volume is up 1300% on the last 20 days
cond2 = MA(V,20)/MA(V,BarCount) * 100 >= 1300;

// over $250,000 traded
cond3 = C * V > 250000;

// at least 200 days of data
cond4 = BarCount >= 200;

// ADX > 25;
cond5 = ADX() > 25;

Buy = cond1 AND cond2 AND cond3 AND cond4 AND cond5;
Filter = Buy;

AddColumn(Buy,"Buy");
  ----- Original Message ----- 
  From: mark 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Wednesday, October 13, 2004 9:07 AM
  Subject: [amibroker] medium to long term code



  ive been trying to work out the language for a while now but ive got 
  no idea.i can do a bit of it but get lost in some areas.....can 
  anyone code this simple trading system..

     1* close is highest for the last 30 days .

     2* volume is 1300% up on the last 20 days.

     3* over $250,000 traded 

     4* at least 200 days of data 

     5* ADX > 25


     ive put this together but hav not backtested yet...so not sure if 
  to use it as a weekly system or daily..would prefer weekly...maybe 
  just a exporation scan or include buy and sell signals for 
  backtesting..

    can this system be used weekly or is it more of a daily system..

  mark.





  Check AmiBroker web page at:
  http://www.amibroker.com/

  Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 


        Yahoo! Groups Sponsor 
              ADVERTISEMENT
             
       
       


------------------------------------------------------------------------------
  Yahoo! Groups Links

    a.. To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/
      
    b.. To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx
      
    c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service. 



[Non-text portions of this message have been removed]



------------------------ Yahoo! Groups Sponsor --------------------~--> 
Make a clean sweep of pop-up ads. Yahoo! Companion Toolbar.
Now with Pop-Up Blocker. Get it for free!
http://us.click.yahoo.com/L5YrjA/eSIIAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

Check AmiBroker web page at:
http://www.amibroker.com/

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/