|
PureBytes Links
Trading Reference Links
|
Dave,
A cursory review shows you did not duplicate the last line of first section
< DLL= H<HHV(H,20)-1; > in second section. Could that be it?
--
Terry
| -----Original Message-----
| From: amibroker@xxxxxxxxxxxxxxx
| [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Dennis And Lisa
| Sent: Friday, May 27, 2005 3:53 AM
| To: amibroker@xxxxxxxxxxxxxxx
| Subject: [amibroker] Modified Dave Landry Scan
|
|
| 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
|
|
|
|
|
|
------------------------ Yahoo! Groups Sponsor --------------------~-->
What would our lives be like without music, dance, and theater?
Donate or volunteer in the arts today at Network for Good!
http://us.click.yahoo.com/Tcy2bD/SOnJAA/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/
|