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Hi all,
After a few tries, I came up with the following code but I'm not sure
if this is correct as I'm not getting the setups I would like to see
under exploration.
//
Cond1 = LinearReg(Close,3) > Ref(LinearReg(Close,3),-1) AND
LinRegSlope(Close,23) >= 0;
Cond2 = LinearReg(Close,3) < Ref(LinearReg(Close,3),-1) AND
LinRegSlope(Close,23) <= 0;
UpperBand = LinearReg (Close,3) + .9 * StDev (Close, 23) ;
LowerBand = LinearReg (Close,3) - .9 * StDev (Close, 23) ;
Cond3 = Close < LowerBand ; //closing price at bottom of channel
Cond4 = Close > UpperBand ; //closing price at top of channel
Filter = Close > 10 AND V >= 1000000 AND EMA (V, 30) >= 500000 AND ATR
(15) >= 1.2 AND ((Cond1 AND Cond3) OR (Cond2 AND Cond4));
ATR15 = ATR (15);
EMA30 = EMA (V, 30);
AddColumn (C, "Close");
AddColumn (V, "Volume");
AddColumn (ATR15, "Average True Range");
AddColumn (EMA30, "30 Day Average Volume");
//
tony
qitrader
--- In amibroker@xxxxxxxxxxxxxxx, "Qitrader" <yiupang91@xxxx> wrote:
> 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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