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Hi,
I was an AmiBroker customer in the past and liked it a lot.
Unfortunately, my trading/investing has taken in a different
direction in the last couple of years. Now, I'm thinking about
coming back, but I have one major need that I must address -
scanning a database of historical data using Linear Regression Slope.
I want to create a scan that will find and return all symbols in a
database of daily data where the Linear Regression of Price is
diverging from the Linear Regression of an indicator (like Chaikin
Money Flow, On-balance Volume, RSI or relative strength to another
symbol).
For example:
1) Calculate the 20 day Linear Regression Slope of every symbol's
closing price.
2) Calculate the 20 day Linear Regression Slope of every symbol's On-
Balance Volume.
3) Find all symbols in the datatabase where LR Slopes are
diverging. I.e.:
-- LR Slope of Price is negative and LR Slope of On-balance Volume
is positive, OR
-- LR Slope of Price is positive and LR Slope of On-balance Volume
is negative.
Ideally, AmiBroker would allow me to dynamically modify the Linear
Regression periods and the Indicator selected, but I'd be happy to
even implement the basic scan.
Can this LR Divergence scan be performed in AmiBroker?
Thanks and regards,
Dan.
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