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Patrick, thank you very much for the modification...the scan works
exactly as it should now. Is there a way to code in which sub-group
the stock belongs to into a Column Heading or maybe overlay a
particular stock's subgroup line chart over the respective stock's
price?
Thank you
Dennis
--- In amibroker@xxxxxxxxxxxxxxx, "NW Trader" <47nwtrader@xxxx> wrote:
> Hi Dennis,
>
> What was the original Landry name for the scan? Did you omit ADX
because you were in TC2000 originally? I ask because I've already
coded a number of Dave Landry's setups.
>
> What your TC code says is not that today's low is lower than
yesterday's low, just the reverse -- it's greater than yesterday's
low.
>
> The piece of afl to do what your TC2000 code says is: Ref(L,-1) <
Ref(LLV(L,20),-2) AND L > Ref(L,-1);
>
> Peace and Justice --- Patrick
> ----- Original Message -----
> From: Dennis And Lisa
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Saturday, June 04, 2005 2:38 PM
> Subject: [amibroker] Re: Modified Dave Landry Scan
>
>
> The simple scan looks for recent (not today) 20 day high/lows and
this
> scan
> has a minimum price criteria of $15 and a minimum 50-day average
> volume
> criteria of 100k. Below is the code written as a Personal Criteria
> Formule
> in TC2000's language. It's pretty strait forward, H=
> High...L=Low...MAXH=Maxhigh...MINL=MINLow...
>
> Example, I tried to duplicate this TC2005 formula...
> (L1 < MINL20.2 AND L > L1)
> This means: Yesterday's Low is Less Than the Low of the past 20
days
> as of
> 2 days ago AND Today's Low is Less Than Yesterday's Low.
> L1= Yesterday's Low
> MINL20.2= the Lowest Low of the past 20 days as of 2 days ago
> L= totday's Low
> L1=Yesterday's Low
>
> with this AFL formula...
> Ref(L,-1)<LLV(L,20)-2 AND L>Ref(L,-1) ;
>
> Please help...
>
> Dennis
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Dennis And Lisa"
> <dennisandlisa@xxxx> wrote:
> > 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;
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
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>
> For other support material please check also:
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>
>
>
>
>
>
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