[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Scan question.



PureBytes Links

Trading Reference Links

Dimension,

Here is an exploration with columns added to demonstrate what is
taking place. You can easily adapt this to create a backtest or
whatever required.

/* 27 Oct 2004
Price crossed below specified price some time before x periods
ago and remained there. Set the required parameters from the
parameter button at lower right of the AA window */

Bar = Param( "From Bar:", 5, 1, 100);
SpecifiedPrice = Param( "Specified Price:", 5, 0, 300, 0.1);

/* Number of bars since high crossed below the Price */
BarSinceCross = BarsSince( Cross( SpecifiedPrice, High ) );

Filter = BarSinceCross > Bar
AND BarsSince( High > SpecifiedPrice ) > BarSinceCross;

AddColumn( Ref( High, -BarSinceCross - 1 ), "High price on crossed bar" );
AddColumn( Ref( High, -BarSinceCross ), "High price after cross" );
AddColumn( BarSinceCross, "Number of bars since cross", 1.0 );


Regards,
William Peters
www.amitools.com


Tuesday, October 26, 2004, 11:02:44 PM, you wrote:


D> Also,
D> What If I wanted to scan for all stocks that have fallen below a certain
D> price, but have never crossed back above that price

D> -----Original Message-----
D> From: Dimension [mailto:dimension@xxxxxxxxxxxxx] 
D> Sent: Tuesday, October 26, 2004 9:47 PM
D> To: amibroker@xxxxxxxxxxxxxxx
D> Subject: [amibroker] Scan question.


D> I'd like to run a quick scan.  I'd like to run a query/scan for ALL stocks
D> that have crossed below a certain price. What is the easiest way to do this?
D> Would something like:
D>         Buy = P < X;  (where x = cross below price).
		

D> Also, where can I get a list of all Nasdaq, NYSE, and OTC stocks to use in
D> AmiBroker?


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




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

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



 






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

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



 




------------------------ Yahoo! Groups Sponsor --------------------~--> 
$9.95 domain names from Yahoo!. Register anything.
http://us.click.yahoo.com/J8kdrA/y20IAA/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/