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Something like what's below will give you this as of the most current
bar for all the stocks in a particular watch list. The question
is ... What are you going to do with the top 2% once you have
identified them either manually or via the AFL ?
ROCMA135 = ROC(MA(C, 135));
Filter = BarIndex() == LastValue(BarIndex());
AddColumn(ROCMA135, "ROC MA 135", 1.2);
--- In amibroker@xxxxxxxxxxxxxxx, "samu_trading" <samu_trading@xxx>
wrote:
>
> All,
>
> I cannot get a handle on this; can someone please elp?
>
> I would like to screen for price change from average price of last
135
> days. Something like filter=roc(ma(c,135)).
>
> Then I would like to get ONLY the 2% symbols with highest rate of
> change from average of last 135 days.
>
> How can I write this?
>
> This is for a simple price momentum system. It's worth
investigating
> and stems from Pradeep at the stockbee blog, called "son of double
> trouble".
>
>
> Thanks, Samantha
>
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