Re: [amibroker] need guidance with the following formula

[Robert Toutaint <disqplay0@xxxxxxxxx>]

Nice one Steve I think that solved the problem must be
to tired to be playing with this today only got a
couple of hours sleep before trying to write this but
it was an exercise but still could not understand why
the results were not what I expected.

Disq

--- Steve Dugas <sjdugas@xxxxxxxxxxx> wrote:

> Hi - Just looking at your code...did you mean for
> 
> g = (e-f)/e
> 
> to be
> 
> g = (e-f)/f    ( ie, same formula as used for
> reference index? )
> 
> Steve
> 
> ----- Original Message ----- 
> From: "Robert" <disqplay0@xxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, May 25, 2007 12:18 PM
> Subject: [amibroker] need guidance with the
> following formula
> 
> 
> >I have a question on the following formula:
> > 
> > a = Foreign("^ixic","Close");
> > b = Ref(a,-252);
> > d = (a-b)/b;
> > e = Close;
> > f = Ref(e,-252);
> > g = (e-f)/e;
> > k = LLV(g,-252);
> > r = g-k;
> > s = Ref(r,-1);
> > t = (d+k)/2;
> > u = Ref(t,-1);
> > 
> > Cond1 = Cross(g,t);
> > Cond2 = g < T;
> > Cond3 = Close < 10.00;
> > Cond4 = Volume * Close >= 500000;
> > 
> > 
> > Buy = Cond1 AND Cond3 AND Cond4;
> > 
> > 
> > Filter = Buy;
> > 
> > AddColumn(Buy,"buy");
> > AddColumn(Close,"close");
> > AddColumn(d,"D");
> > AddColumn(g,"G");
> > AddColumn(k,"k");
> > AddColumn(s,"s");
> > AddColumn(r,"r");
> > 
> > 
> > Plot(d,"D",colorYellow,styleLine);
> > Plot(g,"G",colorWhite,styleLine);
> > Plot(k,"k",colorBlue,styleLine);
> > Plot(t,"t",colorRed,styleLine);
> > 
> > The question is if you run the exploration to
> locate stocks meeting 
> > the condition listed why does it return stock
> where cond1 is not 
> > correct. It will not give stocks where the g cross
> above above t on 
> > the day of the exploration. I would appreciate any
> help in correcting 
> > this problem if it is indeed possible to explore
> for this condition.
> > 
> > Disq
> > 
> > 
> > 
> > 
> > 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 NEW RELEASE ANNOUNCEMENTS and other news
> always check DEVLOG:
> > http://www.amibroker.com/devlog/
> > 
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> > 
> > Yahoo! Groups Links
> > 
> > 
> > 
> >
> 
> 



       
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