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I have isolated an "OR" below. These tickers are probably meeting the
condition after the OR. You may want to replace OR with AND, or rearrange
your parens.
Steve
Filter = ((C > minPrice) AND (VolAvg >= minVol)) AND (StochBuy AND (PL
or MDS or BLE or HAM)) OR (StochSell AND
(BRE or DCC or EDS));
----- Original Message -----
From: "Tom Elder" <teldridge@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, June 04, 2005 1:46 PM
Subject: [amibroker] Filter
> When I use this afl in an Exploration the Filter does not work. I get
> symbols like BVSN which closed at 1.32, and symbols of low volume
> stocks like CHFN. Even when I try the filter as Filter = ((C > 5) AND
> (VolAvg >= 250000)) AND (... it still does not work. Any suggestions?
>
> Thomas
>
> ----------------------------------------------------------------
> /* Minimum Price and 14 day Avg Volume Values for Filter */
> minPrice = 5;
> minVol = 250000;
>
> VolAvg = ma( v, 14 );
> VolumeIdx = v / VolAvg;
> AvgRange = sum( abs(O-C),15 )/15;
>
> /* Candle Codes */
> White = iif((C>O) AND ((C-O)>=0.8*(H-L)),1,0) AND (C-O)>AvgRange;
> Black = iif((C<O) AND ((O-C)>=0.8*(H-L)),1,0) AND (O-C)>AvgRange;
> Doji = iif(abs(O-C)<=0.1*(H-L),1,0);
>
> /* Dark Cloud Cover [Bear] */
> DCC = iif(ref(White, -1) AND Black AND C<=ref(((H+L)/2),-1)
> AND O>ref(C,-1), 1,0);
>
> /* Piercing Line [Bull] */
> PL = iif(ref(Black, -1) AND White AND C>=ref(((H+L)/2),-1)
> AND O<ref(C,-1), 1,0);
>
> /* Evening Doji Star [Bear] */
> EDS = iif(ref(White, -2) AND ref(Doji, -1) AND Black AND
> C<=ref(((H+L)/2),-2), 1,0);
>
> /* Morning Doji Star [Bull] */
> MDS = iif(ref(Black, -2) AND ref(Doji, -1) AND White AND
> C>=ref(((H+L)/2),-2), 1,0);
>
> /* Hammer [Bull] */
> HAM = iif( (H-L > 1.5*AvgRange) AND (C > (H+L)/2) AND (O > C) AND
> (VolumeIdx > 2), 1, 0);
>
> /* Bearish Engulfing */
> BRE = iif(Black AND ref(White, -1) AND (C < ref(O, -1)) AND (O >
> ref(C, -1)), 1,0);
>
> /* Bullish Engulfing */
> BLE = iif(White AND ref(Black, -1) AND (C > ref(O,-1)) AND (O <
> ref(C,-1)), 1,0);
>
>
> /* Stochastics 15-3 */
>
> ss = ma(stochk(15),3);
> StochBuy = iif(ss<=30, 1, 0);
> StochSell = iif(ss>=70, 1, 0);
>
> /* Exploration Columns for Sorting */
>
> NumColumns = 11;
>
> Column0 = C;
> Column1 = AvgRange;
> Column2 = V;
> Column3 = VolumeIdx;
> Column4 = PL;
> Column5 = MDS;
> Column6 = BLE;
> Column7 = HAM;
> Column8 = BRE;
> Column9 = DCC;
> Column10 = EDS;
>
> Column0Name = "Close";
> Column1Name = "Range";
> Column2Name = "Volume";
> Column3Name = "Vol Indx";
> Column4Name = "PCL[up]";
> Column5Name = "MDS[up]";
> Column6Name = "BLE[up]";
> Column7Name = "HAM[up]";
> Column8Name = "BRE[dn]";
> Column9Name = "DCC[dn]";
> Column10Name = "EDS[dn]";
>
> Column0format = 1.2;
> Column1format = 1.2;
> Column2format = 1.0;
> Column3format = 1.2;
> Column4format = 1.0;
> Column5format = 1.0;
> Column6format = 1.0;
> Column7format = 1.0;
> Column8format = 1.0;
> Column9format = 1.0;
> Column10format = 1.0;
>
>
> /* Filter */
>
> Filter = ((C > minPrice) AND (VolAvg >= minVol)) AND (StochBuy AND (PL
> or MDS or BLE or HAM)) OR (StochSell AND (BRE or DCC or EDS));
>
>
> /* Buy and Sell */
>
> Buy = iif((StochBuy > 0) AND (PL + MDS + HAM + BLE > 0), 1, 0);
> Sell = iif((StochSell > 0) AND (BRE + DCC + EDS > 0), 1, 0);
> ---------------------------------------------------------------
>
>
>
>
>
> 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
>
>
>
>
>
>
>
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