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kaveman,
the volume filter is ....1300% up on the lowest volume
day in the last 20 days....if that makes any sense.....
--- In amibroker@xxxxxxxxxxxxxxx, kaveman perth <kavemanperth@xxxx>
wrote:
> Hope this helps
>
> Cond1 = C==HHV(c,30);
> Cond2= V>13*ref(V,-20); // not real sure what you mean with this
one
> Cond3 = V*C>250000;
> Cond4 = Barcount>=200;
> Cond5 = 5*ADX()>25; // or 5*ADX(14)>25
> Buy = Cond1 and Cond2 and Cond3 and Cond4 and Cond5
>
> On Wed, 13 Oct 2004 07:07:38 -0000, mark <msimo40@xxxx> wrote:
> >
> >
> > 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 Links
> >
> >
> >
> >
> >
>
>
> --
> Cheers
> Graham
> http://e-wire.net.au/~eb_kavan/
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