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RE: [amibroker] Re: Unbelievably Simple Question



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Chuck,

 

No apologies necessary for “bugging” people.  Sometimes it takes several tries to clarify a question.   (I’ve done it many times myself.)

 

Here is what I came up with that filters on the buy and only looks for last day crosses:

 

Buy=LastValue(Cross(Close,MA(Close,50)));

 

Sell=0;

Filter=Buy;

 

AddColumn(ValueWhen(Buy,Close),"close");//gives close on "buy" date

AddColumn(Close,"close");//close

 

The two key changes I made were to 1)  add “LastValue” to the first line and 2) filter on the Buy condition.   I didn’t test thoroughly, but…  It returns a list of tickers where either:

 

The current day Close is higher than 50MA and the prior day Close is lower than the 50MA,

OR

The current day Close is lower than 50MA and the prior day Close is higher than the 50MA,

 

Note that I haven’t used “Cross” before, but it appears that the Cross looks for Current Close versus prior day Close in this context.  I.e., it’s not concerned about current day Open versus Close price.

 

I hope this helps.

 

Regards,

 

Dan.

 

 

 


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of chuckitall59
Sent: Saturday, November 05, 2005 8:50 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Unbelievably Simple Question

 

Thanks to Anthony Faragasso, Barry Scarborough & Graham for their
replys to my question.  Unfortunately, I didn't state my question
properly or I'm still missing something.

I want to run the Explore for say, the last 5 days with Filter=Buy
(I'm just interested in stocks meeting the buy criteria, thus no
filter=1 which picks up everything)
and then see the close price today for stocks that might have been
selected 5 days ago. 

As an example, if I use Anthony's code below (with filter=buy) the
first selection it picks up is A (Agilent) which triggered a buy on
10-31-05  Both of the close columns below give a close of 32.01
which was correct for 10-31-05 but I'm really looking for the close
on 11-4-05 (which was 32.8).  So, how do I use the filter=buy
statement and get the latest EOD close??? I'm using AB 4.7 with QP2
EOD data, if it makes any difference.

Thanks again for any help-sorry to be bugging everyone for what is
probably a super trivial question/solution.

chuck


--- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxxx>
wrote:
>
> Buy=Cross(Close,MA(Close,50));
>
> Sell=0;
>
> Filter=1;
>
> AddColumn(ValueWhen(Buy,Close),"close");//gives close on "buy" date
>
> AddColumn(Close,"close");//close
>
>   ----- Original Message -----
>   From: chuckitall59
>   To: amibroker@xxxxxxxxxxxxxxx
>   Sent: Friday, November 04, 2005 10:13 PM
>   Subject: [amibroker] Unbelievably Simple Question
>
>
>   I'm not a programmer nor new to AB but this incredibly simple,
>   fundamental problem has me stumped.  I'm just trying to get
todays
>   close in Explore but I continually get the close on the day the
Buy
>   took place when running Explore for several days back
(typically, n
>   last days=5 or so). I've checked Help and tried everything I can
>   think of but it still gives me the close on the buy date.  How
do I
>   get the following Explore code to give me TODAYS close????
>
>
>
>   Buy=Cross(Close,MA(Close,50));
>
>   Sell=0;
>
>   Filter=Buy;
>
>   AddColumn(Close,"close");//gives close on "buy" date
>
>   AddColumn(Ref(Close,0),"close");//still doesn't work
>
>
>   Go easy on me gang-even I can't believe I can't figure
>   this out.
>
>   Thanks in advance,
>   Chuck
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>   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
>
>
>
>
>
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