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x= Divergence(LinRegSlope(C,20),LinRegSlope(OBV(),20),1);
Plot (x,"x",colorRed,styleHistogram);
----- Original Message -----
Sent: Monday, April 18, 2005 8:41
PM
Subject: [amibroker] Potential Customer
With Question About Scanning
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.
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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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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