|
PureBytes Links
Trading Reference Links
|
Hi everyone...this scan is the Dave Landry Pull Back Scan, which
attempts to catch pull backs coming off of 20 day highs or 20 day
lows. It only works for Long Positions, and fails to
work for Short Positions. Can someone please take a look at the
"PullBack Scan" secion of the following formula to see what I am doing
wrong?
"DLL" thru "DLL8" are the Long Criteria, which work just fine, but
"DLS1" thru "DLS8" do not initialize. These atr the Short Criteria.
thanks
Dennis
---------------------------------------------------------------------
NumColumns = 6;
Period = 14;
// Determines trend direction using DMI indicators
PDIFilter = PDI(period) > MDI(period);
MDIFilter = MDI(period) > PDI(period);
// PULLBACK SCAN
DLL1 = Ref(H,-1)>HHV(H,20)-2 AND H<Ref(H,-1) ;
DLL2 = Ref(H,-2)>HHV(H,20)-3 AND H<Ref(H,-2) ;
DLL3 = Ref(H,-3)>HHV(H,20)-4 AND H<Ref(H,-3) ;
DLL4 = Ref(H,-4)>HHV(H,20)-5 AND H<Ref(H,-4) ;
DLL5 = Ref(H,-5)>HHV(H,20)-6 AND H<Ref(H,-5) ;
DLL6 = Ref(H,-6)>HHV(H,20)-7 AND H<Ref(H,-6) ;
DLL7 = Ref(H,-7)>HHV(H,20)-8 AND H<Ref(H,-7) ;
DLL8 = Ref(H,-8)>HHV(H,20)-9 AND H<Ref(H,-8) ;
DLL= H<HHV(H,20)-1;
// THIS SECTION FAILS TO WORK....PLEASE HELP
DLS1 = Ref(L,-1)<LLV(L,20)-2 AND L>Ref(L,-1) ;
DLS2 = Ref(L,-2)<LLV(L,20)-3 AND L>Ref(L,-2) ;
DLS3 = Ref(L,-3)<LLV(L,20)-4 AND L>Ref(L,-3) ;
DLS4 = Ref(L,-4)<LLV(L,20)-5 AND L>Ref(L,-4) ;
DLS5 = Ref(L,-5)<LLV(L,20)-6 AND L>Ref(L,-5) ;
DLS6 = Ref(L,-6)<LLV(L,20)-7 AND L>Ref(L,-6) ;
DLS7 = Ref(L,-7)<LLV(L,20)-8 AND L>Ref(L,-7) ;
DLS8 = Ref(L,-8)<LLV(L,20)-9 AND L>Ref(L,-8) ;
// END OF SECTON THAT NEEDS TROUBLESHOOTING
// New 1 month low has occurred in the last 8 days?
//NewHighs = IIf(HHV(H,8) >= HHV(H,20), 1, 0);
//NewLows = LLV(L,8) <= LLV(L,20);
// Are moving averages lined up correctly?
BullishMAs = IIf(MA(C,10) >= EMA(C,20) AND EMA(C,20) >= EMA(C,30), 1,
0);
BearishMAs = IIf(MA(C,10) <= EMA(C,20) AND EMA(C,20) <= EMA(C,30), 1,
0);
Column0 = ADX(period);
Column0Name = "ADX";
Column1 = IIf(PDIFilter AND (DLL AND(DLL1 OR DLL2 OR DLL3 OR DLL4
OR DLL5 OR DLL6 OR DLL7 OR DLL8)) AND C>15 AND LLV(V,50)>100000 AND
BullishMAs, 1, 0);
Column1Name = "Buy Signal";
Column2 = IIf(Column1 == 1, H + .125, 0);
Column2Name = "Buy Stop";
Column3 = IIf(MDIFilter AND ( DLS1 OR DLS2 OR DLS3 OR DLS4 OR DLS5
OR DLS6 OR DLS7 OR DLS8) AND C>15 AND LLV(V,50)>100000 AND BearishMAs,
1, 0);
Column3Name = "Sell Signal";
Column4 = IIf(Column3 == 1, L - .125, 0);
Column4Name = "Sell Stop";
Column5 = HHV(H,20)-LLV(L,20);
Column5Name = "10/20 Value";
// Filter based on ADX > 30 (trending) and if buy or sell has
triggered
Filter = ADX(period) >= 30 AND (Column1 OR Column3);
Buy = ADX(period) >=30 AND Column1;
Sell = ADX(period) >=30 AND Column3;
------------------------ Yahoo! Groups Sponsor --------------------~-->
Has someone you know been affected by illness or disease?
Network for Good is THE place to support health awareness efforts!
http://us.click.yahoo.com/Rcy2bD/UOnJAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~->
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
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|