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Looks to me like you got it here:
d
This is what I have
Have no idea where it came from just
know that I put it into my files
Hope this helps you out
//
Dave Landry Pullback Scan.
// Coded by Dennis Skoblar 6/8/2005.
// As
adapted by "Dave Landry On Swing Trading" and "Dave Landry's 10 Best
Swing
Trading Patterns And Strategies".
// Special "Thank You" to Dave Landry,
the Yahoo Groups Amibroker Club and
the Amibroker Support Staff for thier
help.
//
// This is best used as an Exploration, all the ColumnNames can
be seen and
used as filters.
// Drop the "Tools" drop down menu in the
Formula Editor containing this
code and toggle the "Apply Indicator" to get
the chart layout displayed.
// Best used against a black
background.
//=======================
Variables
============================================================================
======================================
//
PullBack Parameters
DLL1 = Ref(H,-1) > Ref(HHV(H,20),-2) AND H <
Ref(H,-1);
DLL2 = Ref(H,-2) > Ref(HHV(H,20),-3) AND H <
Ref(H,-2);
DLL3 = Ref(H,-3) > Ref(HHV(H,20),-4) AND H <
Ref(H,-3);
DLL4 = Ref(H,-4) > Ref(HHV(H,20),-5) AND H <
Ref(H,-4);
DLL5 = Ref(H,-5) > Ref(HHV(H,20),-6) AND H <
Ref(H,-5);
DLL6 = Ref(H,-6) > Ref(HHV(H,20),-7) AND H <
Ref(H,-6);
DLL7 = Ref(H,-7) > Ref(HHV(H,20),-8) AND H <
Ref(H,-7);
DLL8 = Ref(H,-8) > Ref(HHV(H,20),-9) AND H <
Ref(H,-8);
DLL= H < Ref(HHV(H,20),-1);
DLS1 = Ref(L,-1) <
Ref(LLV(L,20),-2) AND L > Ref(L,-1);
DLS2 = Ref(L,-2) <
Ref(LLV(L,20),-3) AND L > Ref(L,-2);
DLS3 = Ref(L,-3) <
Ref(LLV(L,20),-4) AND L > Ref(L,-3);
DLS4 = Ref(L,-4) <
Ref(LLV(L,20),-5) AND L > Ref(L,-4);
DLS5 = Ref(L,-5) <
Ref(LLV(L,20),-6) AND L > Ref(L,-5);
DLS6 = Ref(L,-6) <
Ref(LLV(L,20),-7) AND L > Ref(L,-6);
DLS7 = Ref(L,-7) <
Ref(LLV(L,20),-8) AND L > Ref(L,-7);
DLS8 = Ref(L,-8) <
Ref(LLV(L,20),-9) AND L > Ref(L,-8);
DLS = L >
Ref(LLV(L,20),-1);
// Price and Volume
PVFilter = (C>15) AND
Ref(MA(V,50),-1)>100000;
// Dave Landry PullBack Scan
DLPBS =
((DLL AND (DLL1 OR DLL2 OR DLL3 OR DLL4 OR DLL5 OR DLL6 OR DLL7 OR
DLL8))
OR (DLS AND (DLS1 OR DLS2 OR DLS3 OR DLS4 OR DLS5 OR DLS6 OR DLS7
OR
DLS8))) AND PVFilter;
// Moving Average Proper
Order
MAProperOrder = (MA(C,10) > EMA(C,20) AND EMA(C,20) >
EMA(C,30)) OR
(MA(C,10) < EMA(C,20) AND EMA(C,20) <
EMA(C,30));
// How far the stock has moved in the past month
(preferable at least 10 pts
in the past 20 days)
TenTwentyFilter =
HHV(H,20)-LLV(L,20);
// 50 Day Historical
Volatility
FiftyDayHVFilter =
round(StDev(log(C/Ref(C,-1)),50)*100*sqrt(256));
// 6/100 Historical
Volatility
HVSixOneHundred = (StDev(log(C/Ref(C,-1)),6)*100*sqrt(256))
/
(StDev(log(C/Ref(C,-1)),100)*100*sqrt(256));
//===================
End
Variables
============================================================================
=====================================
//===================
Columns
============================================================================
===========================================
NumColumns
= 6;
Column0 = FullName();
Column0Name =
"Ticker name";
Column1 = DLL AND (DLL1 OR DLL2 OR
DLL3 OR DLL4 OR DLL5 OR DLL6 OR DLL7 OR
DLL8);
Column1Name = "Buy
Signal";
Column2 = DLS AND (DLS1 OR DLS2 OR
DLS3 OR DLS4 OR DLS5 OR DLS6 OR DLS7
OR DLS8);
Column2Name = "Sell
Signal";
Column3 =
HVSixOneHundred;
Column3Name = "HV6/100
Value";
Column4
=
FiftyDayHVFilter;
Column4Name ="HV50
Value";
Column5 =
TenTwentyFilter;
Column5Name = "10/20 Value";
AddTextColumn(
IndustryID(1), "Industry" );
AddTextColumn( MarketID(1), "Market"
);
//==================== End
Columns
============================================================================
=======================================
//====================
Filter and Buy/Sell
criteria
============================================================================
======================
//
Filter based on 20 day hi/lo pullback, price and volume criteria.
Filter =
DLPBS; // Delete this line and use the next line if you desire the
moving
averages to be scanned in "proper order".
//Filter = DLPBS AND
MAProperOrder;
Buy = Column1;
Sell =
Column2;
//==================== End Filter and Buy/Sell
criteria
============================================================================
=================
//=======================
Chart
Layout
============================================================================
==================================
//
OHLC bar graph with headings
_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title =
StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo
%g, Close %g
(%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) )
));
Plot(
C, "Close", ParamColor("Color", colorGreen ), styleBar
|
ParamStyle("Style") | GetPriceStyle() );
_SECTION_END();
// 20
period linear regression line
x = Cum(1); //
lastx = LastValue( x );
Daysback = 20; aa = LastValue( LinRegIntercept(
Close, Daysback) );
bb =
LastValue( LinRegSlope( Close, Daysback ) );
y = Aa + bb * ( x - (Lastx -
DaysBack) );
Plot( IIf( x >= (lastx - Daysback), y, -1e10 ), "LinReg",
colorBrown );
// 10 period SMA
_SECTION_BEGIN("MA");
P =
ParamField("Price field",-1);
Periods = Param("Periods",10 );
Plot( MA(
P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorBlue
),
ParamStyle("Style") );
_SECTION_END();
// 20 period
EMA
_SECTION_BEGIN("EMA");
P = ParamField("Price field",-1);
Periods
= Param("Periods", 20 );
Plot( EMA( P, Periods ), _DEFAULT_NAME(),
ParamColor( "Color", colorRed ),
ParamStyle("Style") );
_SECTION_END();
// 30 period EMA
_SECTION_BEGIN("EMA1");
P =
ParamField("Price field",-1);
Periods = Param("Periods", 30);
Plot( EMA(
P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorGreen
),
ParamStyle("Style") );
_SECTION_END();
// Add the 10-20
filter, 50 Day HV and 6/100 Day HV as a different screen,
just cut and
paste each one to a separate Formula Editor Sceen and save them
under
//
Custom Indicators...then drop them into the main screen.
// 10-20
filter
// _SECTION_BEGIN("TenTwentyValue");
// TenTwentyValue =
HHV(H,20)-LLV(L,20);
// Plot(TenTwentyValue,"10/20
Value",colorgreen,styleLine);
// _SECTION_END();
// 50 day
historical volotility
// _SECTION_BEGIN("HV50");
// HV50 =
round(StDev(log(C/Ref(C,-1)),50)*100*sqrt(256));
//
Plot(HV50,"HV50",colorBrightGreen,styleLine);
// _SECTION_END();
//
6/100 day historical volotility
// _SECTION_BEGIN("HVSixOneHundred");
//
HVSixOneHundred = (StDev(log(C/Ref(C,-1)),6)*100*sqrt(256))
/
(StDev(log(C/Ref(C,-1)),100)*100*sqrt(256));
//
Plot(HVSixOneHundred,"HV 6/100",colorOrange,styleLine);
//
_SECTION_END();
//======================= End Chart
Layout
============================================================================
===============================
Mark
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