Re: [amibroker] [AFL help] exploration for relativestrength:found BarsSince

[Terry <MagicTH@xxxxxxxxxxx>]

Title: Re: [amibroker] [AFL help] exploration for relative strength:found BarsSince

Maybe it’s "especially at my age" ;-)

Anyhow, hopefully there’s a typo below, otherwise you’re not getting the answers you think. You have defined BaseIndex = "XAO"; and then you put BaseIndex inside quotes in the next line. This will not be found since I doubt you have a ticker named "BaseIndex", thus your currently selected symbol will be used with NO ERROR MESSAGE.
--
Terry

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From: kris45mar <kris45mar@xxxxxxxxx>
Reply-To: amibroker@xxxxxxxxxxxxxxx
Date: Sun, 12 Dec 2004 02:13:12 -0800 (PST)
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] [AFL help] exploration for relative strength:found BarsSince

OK I will answer my own question.
(Amazing how going for a bike ride, leaving the PC and coming back to it later clears the brain, even at my age!!)
 
I have found a way of doing this with the BarsSince function:
 
BaseIndex = "XAO";

rs =RelStrength("BaseIndex");
MA_rs= EMA(rs,30);

Cond1 = rs > MA_rs;
Cond2 = Cross(rs, MA_rs);

Filter = Cond1 AND BarsSince(Cond2) > 5 ;

AddColumn(BarsSince(Cond2) >= 5;

Plot(rs,"RS",colorGreen,1);
Plot(EMA(rs,30),"ema RS",colorBlue,1);
Regards to all.
 
ChrisB

kris45mar <kris45mar@xxxxxxxxx> wrote:

> Greetings All..
>
> I want to explore for stocks where the Relative
> strength is currently greater than its own EMA for
> more than the last 5 *sequential* periods.
>
> So far I am using the following filter… Filter =
> Sum(Cond1,10) > 5 ; as in…
>
> BaseIndex = "XAO";
>
> rs =RelStrength("BaseIndex");
> MA_rs= EMA(rs,30);
>
> Cond1 = rs > MA_rs;
>
> Filter = Sum(Cond1,10) > 5 ;
>
> AddColumn(RelStrength("BaseIndex"),"RS vs XAO",1.2);
> AddColumn(EMA(RelStrength("BaseIndex"),30),"EMA30 RS",
> 1.2);
> AddColumn(Sum(Cond1,10),"days over",1.2);
>
> Plot(rs,"RS",colorGreen,1);
> Plot(EMA(rs,30),"ema RS",colorBlue,1);
>
> PROBLEM: this gives me total no. of times Cond1 has
> occurred within the last 10 periods, even if the
> condition does not apply at the last bar, and only
> *totals* the number of times this has occurred, and
> they  may or may not be sequential/continuous.
>
> GOAL: I want to be able to explore for stocks where
> the Relative Strength is *currently* greater than its
> own EMA for more than say 5 continuous/sequential
> periods, and then rank them according to those that
> outperformed for the longest.
>
> I NEED: AFL code for a filter that returns shares
> where the cond1 has been true for > 5 sequential
> periods and is still true at the moment.
>
> What functions in AFL code can I use here?
>
> TIA
>
> ChrisB
>
>
>
>
>
>
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