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Hi all,
This is the code based on the scan I'm currently working on. I still
have alot of bugs to resolve but I would appreciate if any of you can
provide me with some help as well as feedback. Some of the study and
function come from this link below:
http://amibroker.com/library/detail.php?id=438
//Linear Regression Scan
Buy = IIf (Cross(LinearReg(Close,3), EMA(Close,3)) AND Close < .85*SDL
AND LinRegSlope (Close, 23) > 0;
//Based on Day, Signal to go LONG if LinearReg crosses over EMA and
price is below -.85 standard deviation (23 period)
//and slope of channel > 0 and 15 period Average True range > $1 and
Volume > 500,000
Sell = IIf (Cross (EMA(Close,3), LinearReg(Close,3)) AND Close >
.85*SDU AND LinRegSlope (Close, 23) < 0);
//Based on Day, Signal to go SHORT if EMA crosses over LinearReg and
price is at the bottom of 23 period Linear regression channel
//and slope of channel > 0
Filter = Close > 10 AND Close < 100 AND V > 1000000 AND EMA (V, 30) >
500000 AND ATR (15) > 1.2 AND Buy;
Filter = Close > 10 AND Close < 100 AND V > 1000000 AND EMA (V, 30) >
500000 AND ATR (15) > 1.2 AND Sell;
//Scans for stocks ranging from $10-$100 with volume > 1M, 30 day
average exponential volume > .5M and Average true range greater than
$1.2
ATR15 = ATR (15);
EMA30 = EMA (V, 30);
AddColumn (C, "Close");
AddColumn (Buy, "Buy",colorGreen);
AddColumn (Sell, "Sell",colorRed);
AddColumn (V, "Volume");
AddColumn (ATR15, "Average True Range");
AddColumn (EMA30, "30 Day Average Volume");
//
thanks
tony
qitrader
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