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RE: [amibroker] Re: Stan Weinstein



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Thank you -found it under ^SPXEW
 
Tom
 
 
-----Original Message-----
From: Quad Rate Serial Abby [mailto:quad_pumped_abby@xxxxxxxxx]
Sent: Thursday, March 17, 2005 4:51 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Stan Weinstein


I asked Worden to add the S&P equal weight index as a RS parameter and
they did.  Off the top of my head the symbol might be SPXEWX.  It is a
better comparison for RS because it is not cap weighted like the SPX.


--- In amibroker@xxxxxxxxxxxxxxx, Dominick <Dom2000@xxxx> wrote:
> 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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Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com

For other support material please check also:
http://www.amibroker.com/support.html




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