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Wrzec,
I was trying to understand your logic and made some changes to your formula, I got some hits..
/* Switch to weekly time frame */
TimeFrameSet( inWeekly );
/* Volume this week triple that of last 3 wks. */
WkVol=Volume >= 3*Ref(HHV(Volume,3),-1);/*I made a change here, you ask for the volume to be 3 x's that of last 3 weeks.*/
/* Volume this week is highest of last 52 weeks */
WkVolHi=Volume == HHV(Volume,52);/*I made a change here, you ask for volume to be the highest of last 52 weeks.*/
/* Volume this week is greater than 300000 */
Thiswkvol=Volume>300000;
/* Switch to daily time frame */
TimeFrameRestore();
HighestClose=HHV(C,5)>=HHV(C,250);// This may need a change, I am not positive...
WkVol_d=TimeFrameExpand( WkVol, inWeekly);
WkVolHi_d=TimeFrameExpand( WkVolHi, inWeekly);
Thiswkvol_d=TimeFrameExpand( Thiswkvol, inWeekly);
Filter=
HighestClose AND WkVol_d AND WkVolHi_d AND ThisWkVol_d;
AddColumn(Close,"Close");
AddColumn(HHV(C,250),"52Wk High");
AddColumn(wkvol,"WeeklyVolume");
----- Original Message -----
From: wrzec
To: amibroker@xxxxxxxxxxxxxxx
Sent: Monday, October 18, 2004 1:12 AM
Subject: Re[2]: [amibroker] Weekly Scan
Thanks kaveman, I used the TimeFrameExpand() as you suggested. Still
no hits yet. I do not know if this is due to market climate or still
something wrong in this code. Does anyone have any suggestions??
Thank you, wrzec
/* Switch to weekly time frame */
TimeFrameSet( inWeekly );
/* Volume this week triple that of last 3 wks. */
WkVol=Volume>=HHV(Volume,3);
/* Volume this week is highest of last 52 weeks */
WkVolHi=Volume>HHV(Volume,52);
/* Volume this week is greater than 300000 */
Thiswkvol=Volume>300000;
/* Switch to daily time frame */
TimeFrameRestore();
HighestClose=HHV(C,5)>=HHV(C,250);
WkVol_d=TimeFrameExpand( WkVol, inWeekly);
WkVolHi_d=TimeFrameExpand( WkVolHi, inWeekly);
Thiswkvol_d=TimeFrameExpand( Thiswkvol, inWeekly);
Filter=
HighestClose AND WkVol_d AND WkVolHi_d AND ThisWkVol_d;
AddColumn(Close,"Close");
AddColumn(HHV(C,250),"52Wk High");
AddColumn(wkvol,"WeeklyVolume");
You need to expand the weekly values to match the daily array elements, eg
WkVol_d = TimeFrameExpand(WkVol,inWeekly);
On Tue, 12 Oct 2004 04:38:08 -0500, wrzec <wrzecha1@xxxxxxxxx> wrote:
>
>
> /* Switch to weekly time frame */
> TimeFrameSet( inWeekly );
> /* Volume this week triple that of last 3 wks. */
> WkVol=Volume>=HHV(Volume,3);
> /* Volume this week is highest of last 52 weeks */
> WkVolHi=Volume>HHV(Volume,52);
> /* Volume this week is greater than 300000 */
> Thiswkvol=Volume>300000;
> /* Switch to daily time frame */
> TimeFrameRestore();
> HighestClose=HHV(C,5)>=HHV(C,250);
> Filter=
> HighestClose AND WkVol AND WkVolHi AND ThisWkVol;
> AddColumn(Close,"Close");
> AddColumn(HHV(C,250),"YearHigh");
> AddColumn(wkvol,"WeeklyVolume");
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