|
PureBytes Links
Trading Reference Links
|
Hi,
A couple of things occur to me:
1.) At one point the code defines "HChannel" as "False". Later the
terminology used is "hChannel". Should those be the same?
2.) Also, the statement, "Filter=hChannel=True;" probably should read
"Filter=hChannel==True;". I believe the current wording sets "Filter"
to "True" but it appears that you want to set the "Filter" to "True"
only when "hChannel" is "True".
Hope this helps.
Wayne
--- In amibroker@xxxxxxxxxxxxxxx, "carlacash26" <carlacash26@xxx> wrote:
>
> OK, here is what I have come up with. It will perform an exploration,
> but it will just
> list all the stock, not filter out the ones that are not meeting my
> criteria.
>
> Background; I search for the 3 highest high value for past 10 days,
> 10-20 days and 20-30 days.
> Then I want to find the smallest of these values and compare it to
> the highest high value of them all,
> if they don't deviate by more than 2%, the stock has a resistance
> level at that point.
> Same thing with the lowest low values, which will find me the support
> level.
>
> The problem I am facing now is that there is something wrong with
> finding the smallest of
> the Highest high values. The HHmin is just set as "1.00" and not as
> the value of the smallest of
> the 3 HHVs.
>
> I hope someone can help me with this. I think I'm close now.
>
>
>
>
>
> /*****************************
> Find stocks in a trading range
> ******************************/
>
> // First find the highest high values, And lowest low values for the
> //3 periods; 10 days ago, 10-20 days ago, and 20-30 days ago
>
> HHA=Ref(HHV(H,10),-1); //HHV of 10 days ago (for example 33)
> HHB=Ref(HHV(H,10),-10); //HHV of 10 to 20 ago (for example 32)
> HHC=Ref(HHV(H,10),-20); //HHV of 20 to 30 days ago (for example 34)
>
> LLA=Ref(LLV(L,10),-1); //LLV of 10 days ago (for example 33)
> LLB=Ref(LLV(L,10),-10); //LLV of 10 to 20 ago (for example 32)
> LLC=Ref(LLV(L,10),-20); //LLV of 20 to 30 days ago (for example 34)
>
>
>
> //Then find the smallest value of the 3 HHVs, and the largest value
> of the LLVs
>
> HHmin = IIf((HHA < HHB=True) AND (HHA < HHC=True), HHA, HHB);
> HHmin = IIf((HHB < HHA=True) AND (HHB < HHC=True), HHB, HHB);
> HHmin = IIf((HHC < HHB=True) AND (HHC < HHA=True), HHC, HHB);
>
> LLmax = IIf((LLA > LLB=True) AND (LLA > LLC=True), LLA, LLA);
> LLmax = IIf((LLB > LLA=True) AND (LLB > LLC=True), LLB, LLB);
> LLmax = IIf((LLC > LLB=True) AND (LLC > LLA=True), LLC, LLB);
>
>
>
> //Then caluculate the average of these HHVs and LLVs
> //NOTE: this is not needed for the time being
>
> HHavg=((HHA+HHB+HHC)/3);//(for example = 33)
> LLavg=((LLA+LLB+LLC)/3); //(for example =28)
>
>
>
> //Then check to see if the min and max of the three HHVs and
> //LLVs are not deviating too much, I chose 5% as example
> //of maximum deviation.
>
> HChannel=False;
> minHHrange=(HHV(H,30) * 0.95); //set the min and max values
> maxHHrange=(HHV(H,30) * 1.05);
> minLLrange=(LLV(L,30) * 0.95);
> maxLLrange=(LLV(L,30) * 1.05);
>
>
> hChannelHHmin = IIf (HHmin > minHHrange, True, False);
> hChannelHHmax = IIf (HHmin < maxHHrange, True, False);
> hChannelLLmin = IIf (LLmax > minLLrange, True, False);
> hChannelLLmax = IIf (LLmax < maxLLrange, True, False);
>
>
> //Then sum up all of the criteria
> hChannel = IIf (hChannelHHmin=True AND hChannelHHmax=True AND
> hChannelLLmin=True AND hChannelLLmax=True, True, False);
>
> //And finally filter out the ones that don't meet the criteria
> Filter=hChannel=True;
>
> COLA= Close;
> COLB= Ref(HHV(H,10),-1);
> COLC=HHB=Ref(HHV(H,10),-10);
> COLD=Ref(HHV(H,10),-20);
> COLE= HHmin;
>
> AddColumn(Cola,"close");
> AddColumn(Colb,"HHV-10");
> AddColumn(Colc,"HHV-10-20");
> AddColumn(Cold,"HHV-20-30");
> AddColumn(Cole,"HHmin");
>
> //END OF CODE
>
Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.432 / Virus Database: 268.17.31/676 - Release Date: 2/8/2007 3:04 PM
|