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Here's scan. I used "SPY" for the relative comparison. Enter your
desired index symbol.
dom
/* Stan Weinstein Buy Criteria - Afl implementation by Geoff Mulhall
18/4/2001 */
dollars = 5000;
maLong = 150;
maShort = 13;
maRelStr = 2;
/* sufficient liquidity ie share purchased less than 2% of weekly volume*/
cond1 = dollars/Close < 0.02 * Sum(Volume,maLong)/(maLong/5);
/* Stage 2 stock - Uncomment for buy criteria */
/* cond2 = close > ma(close,maLong); */
/*close above MA and a Stage 4 stock - Un comment for watch criteria */
cond2 = Close > MA(Close,maShort) AND Close < MA(Close,maLong);
/* one white soldier detected */
cond3 = Close > Ref(Close,-1) AND Ref(Close,-1) > Ref(Close,-2) AND
Close > Open;
/* Moving Average is rising or flat */
/* cond3 = ma(close,maShort) >= ref(ma(close,maShort),-1); */
/* beginning to trend over the last 2 days */
cond4 = Low > Ref(Low,-1) AND Ref(Low,-1) >= Ref(Low,-2) AND High >
Ref(High,-1) AND Ref(High,-1) > Ref(High,-2);
/* gradient of the relative strength is increasing compared to its index */
cond5 = MA(RelStrength("spy"), maRelStr) >=
Ref(MA(RelStrength("spy"),maRelStr), -1 * maRelStr);
/* relative strength of the stocks index is increasing compared to XAO*/
indexStr = RelStrength("spy")/RelStrength("spy");
cond6 = MA(indexStr,maRelStr) >= Ref(MA(indexStr, maRelStr), -1 * maRelStr);
Buy = cond1 AND cond2 AND cond3 AND cond4 AND cond5 AND cond6;
Sell = 0;
/* buy = exrem(buy,sell); */
/* sell = exrem(sell,buy); */
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