Terry,
That is not the case
since I am using E-signal and has Volume data
And I took it out and it
still will not run for some reason
Mark
From:
amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Terry
Sent: Thursday, March 16, 2006
3:10 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] ROC code
There is a Volume filter and indexes
from Yahoo often do not have any volume data.
Remove the Y condition from Filter = to
see the indexes.
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of YahooMail
Sent: Thursday, March 16, 2006
12:41
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] ROC code
I am
using the following code by Eric and find that it will not run on Indices
Any reason
why not or what needs to be changed in the code to have it run on them?
thank you
//Coded by Eric Paradis 2006.
//Computes Strength and Weakness of stocks over a 20-day period.
Lag= Ref(Close,-21);
Lag = Lag + (Ref(Close,-20)-Lag)/20;
Lag = Lag + (Ref(Close,-19)-Lag)/20;
Lag = Lag + (Ref(Close,-18)-Lag)/20;
Lag = Lag + (Ref(Close,-17)-Lag)/20;
Lag = Lag + (Ref(Close,-16)-Lag)/20;
Lag = Lag + (Ref(Close,-15)-Lag)/20;
Lag = Lag + (Ref(Close,-14)-Lag)/20;
Lag = Lag + (Ref(Close,-13)-Lag)/20;
Lag = Lag + (Ref(Close,-12)-Lag)/20;
Lag = Lag + (Ref(Close,-11)-Lag)/20;
Lag = Lag + (Ref(Close,-10)-Lag)/20;
Lag = Lag + (Ref(Close,-9)-Lag)/20;
Lag = Lag + (Ref(Close,-8)-Lag)/20;
Lag = Lag + (Ref(Close,-7)-Lag)/20;
Lag = Lag + (Ref(Close,-6)-Lag)/20;
Lag = Lag + (Ref(Close,-5)-Lag)/20;
Lag = Lag + (Ref(Close,-4)-Lag)/20;
Lag = Lag + (Ref(Close,-3)-Lag)/20;
Lag = Lag + (Ref(Close,-2)-Lag)/20;
Lag = Lag + (Ref(Close,-1)-Lag)/20;
AV = Lag;
pctROC = (Close-AV)/AV;
//365.25 / 20 * (P-AV20)/AV20
YROC = (Close-AV)/AV*100/20 * 365.25;
Y = Volume> 100000;
Filter = Y AND
Close > 5.00;// AND Retrace;
AddColumn(pctROC, "(P-AV)/AV", 1.2 );
AddColumn(YROC, "Yearly % ROC Filter", 1.2 );
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