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Hi,
I have not had reason to use them yet so I am no
expert, but there are several timeframe functions which will compress your data
to different time periods for this purpose - TimeFrameSet, TimeFrameCompreess,
TimeFrameRestore, etc. They are described in detail in the help
files.
Steve
----- Original Message -----
Sent: Tuesday, July 12, 2005 8:17
AM
Subject: Re: [amibroker] Re: Question
about LinearReg
hi,
How would I do this filter based on a month/week/240min
timeframe?
thanks again
tony
qitrader
On 7/12/05, Steve
Dugas <sjdugas@xxxxxxxxxxx>
wrote:
Hi,
try this:
Filter = Close > 10 AND V >= 1000000
AND EMA (V, 30) >= 500000 AND ATR >
(15) >= 1.2 AND (
Cond1 OR Cond2 );
For the rest, I might try this:
Buy =
BBandTop( Close, 23, 1 ) - Close >= 1.5;
Short = Close - BBandBot(
Close, 23, 1 ) >= 1.5
Steve
----- Original
Message -----
From: "Qitrader" <yiupang91@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, July 11, 2005
10:47 PM
Subject: [amibroker] Re: Question about
LinearReg
> thank you all as it is much
appreciated
>
> I have the following code but there are a few
things missing:
>
> 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;
> Filter = Close > 10
AND V >= 1000000 AND EMA (V, 30) >= 500000 AND ATR
> (15) >=
1.2 AND Cond1;
>
> ATR15 = ATR (15);
> EMA30 = EMA (V,
30);
> AddColumn (C, "Close");
> AddColumn (V,
"Volume");
> AddColumn (ATR15, "Average True Range");
>
AddColumn (EMA30, "30 Day Average Volume");
>
> I can't seem to
be able to scan for the Short side given the below
>
conditions.
>
> Filter = Close > 10 AND V >= 1000000 AND
EMA (V, 30) >= 500000 AND ATR
> (15) >= 1.2 AND Cond1 OR
Cond2;
>
> Also, i'm having difficulty trying to figure out how
to tell AB to
> scan for stocks where the difference between close and
the +1 s.d
> (with a 23 period based on close) is
>=1.5
>
> The opposite for shorts:
> Difference of
Close and -1 s.d >=1.5
>
> I would appreciate your
help
>
> thanks in advance
>
> tony
>
qitrader
>
>
>
>
>
> 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
>
>
>
>
>
>
>
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
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
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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