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Thanks Jason. I had already seen the formula from the afl library.
My problem is really understanding what it is doing. I'm still kind
of new at this. I have to change the symbols because I'm using TC2000
and the symbol names are different. Let me change the symbols and
play with it a little. It looks like you might be trying to calculate
a volitility measure or something? I'll study it and see if I
understand it and then I'll probably have more questions. Thanks a lot.
Bret
--- In amibroker@xxxxxxxxxxxxxxx, Jason Hart <jayhart_1972@xxxx> wrote:
> Quad,
>
> I've got a number of different RS-type explorations that I've been
experimenting with. Try this scan - it's by no means perfect, but you
can modify it to fit your criteria. A quick warning though, this
formula works fine on my home PC but at work I had to play around with
"j" because it wasn't recognized as a valid symbol...strange.
>
> Jason
>
> Filter=C>0;
>
> x=RelStrength("!comp");
>
> j = Foreign("!spx", "c");
>
> j1 = RelStrength("j");
>
> j2 = RelStrength("j")/Ref(j1,-20);
>
> j3 = RelStrength("j")/Ref(j1,-30);
>
> j4 = RelStrength("j")/Ref(j1,-50);
>
> j5 = RelStrength("j")/Ref(j1,-100);
>
> j6 = RelStrength("j")/Ref(j1,-120);
>
> j7 = RelStrength("j")/Ref(j1,-150);
>
> j8 = RelStrength("j")/Ref(j1,-200);
>
>
>
> vol1 = StDev(log(C/Ref(C,-1)),720) * sqrt(260)*100;
>
> vol2 = StDev(log(C/Ref(C,-1)),20) * sqrt(260)*100;
>
> vol3 = StDev(log(C/Ref(C,-1)),50) * sqrt(260)*100;
>
> vol4 = StDev(log(C/Ref(C,-1)),90) * sqrt(260)*100;
>
> Vol5 = (Vol2 + Vol3+ Vol4)/3;
>
> Vol6 = Vol5-Vol1;
>
> Final = (j2*1) + (j3*1.2) + (j4*1.3)+(j5*1.4) + (j6*1.5) + (j7*1.7)
+ (j8*1.7);
>
>
>
>
>
>
>
> RSC=LinRegSlope(x,7);
>
> AddColumn(IIf(rsc>0,BarsSince(rsc<=0),BarsSince(rsc>=0)),"Cross",1.0);
>
> AddTextColumn(FullName(),"name",5);
>
> AddColumn(FINAL,"Today
RSC",1.2,colorDefault,IIf(final==0,colorBlue,IIf(final>Ref(final,-1),colorGreen,colorRed)));
>
> AddColumn(Ref(final,-1),"Yesterday
RSC",1.2,colorDefault,IIf(final==0,colorBlue,IIf(Ref(final,-1)>=Ref(final,-2),colorGreen,colorRed)));
>
> AddColumn(Ref(final,-2),"2
days",1.2,colorDefault,IIf(final==0,colorBlue,IIf(Ref(final,-2)>=Ref(final,-3),colorGreen,colorRed)));
>
> AddColumn(Ref(final,-3),"3
days",1.2,colorDefault,IIf(final==0,colorBlue,IIf(Ref(final,-3)>=Ref(final,-4),colorGreen,colorRed)));
>
> AddColumn(Ref(final,-4),"4
days",1.2,colorDefault,IIf(final==0,colorBlue,IIf(Ref(final,-4)>=Ref(final,-5),colorGreen,colorRed)));
>
> AddColumn(Ref(final,-5),"5
days",1.2,colorDefault,IIf(final==0,colorBlue,IIf(Ref(final,-5)>=Ref(final,-6),colorGreen,colorRed)));
>
> AddColumn(Ref(final,-6),"6
days",1.2,colorDefault,IIf(final==0,colorBlue,IIf(Ref(final,-6)>=Ref(final,-7),colorGreen,colorRed)));
>
> AddColumn(Ref(final,-7),"7
days",1.2,colorDefault,IIf(final==0,colorBlue,IIf(Ref(final,-7)>=Ref(final,-8),colorGreen,colorRed)));
>
> AddColumn(Ref(final,-8),"8
days",1.2,colorDefault,IIf(final==0,colorBlue,IIf(Ref(final,-8)>=Ref(final,-9),colorGreen,colorRed)));
>
> AddColumn(Ref(final,-9),"9
days",1.2,colorDefault,IIf(final==0,colorBlue,IIf(Ref(final,-9)>=Ref(final,-10),colorGreen,colorRed)));
>
> AddColumn(Ref(final,-10),"10
days",1.2,colorDefault,IIf(final==0,colorBlue,IIf(Ref(final,-10)>=Ref(final,-11),colorGreen,colorRed)));
>
>
> Quad Rate Serial Abby <quad_pumped_abby@xxxx> wrote:
> I would like to do an exploration for the change in RS of a sector
> over various periods, say one week, two weeks, etc. I extracted the
> RS of the sector versus the S&P Equal Weight Index using:
>
> Strength = RelStrength ( "SPEW-X", fixup = 1 );
>
> Then I found the change over the time periods in question.
>
> Of course, when you look at a plot of the RS for a symbol or sector it
> appears the numerical value of the RS is directly correlated to the
> price of the underlying. Thus, the numerical change in RS would be
> meaningless against a different priced sector.
>
> I thought the simple solution was to divide the RS value by the
> closing price, thus normalizing the results. But this caused the RS
> charts and values to be identical for every sector.
>
> Is what I'm trying to do an impossibility with Amibroker or is my
> approach all wrong? Any help would be appreciated.
>
> Thanks,
>
> Bret
>
>
>
>
> Please note that this group is for discussion between users only.
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>
>
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