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Fred,
Thanks so much - I'll try it in alittle bit.
The gist of the system is according to Pradeep price momentum. You
want to find the top movers of last 6 month. Then the additional
filters are volume>100,000, today's volume higher than yesterday's,
today's price breaks out 4+% above yesterday's, but last month's
rate of change was below +10%. This way you capture the top
performers whioch were not doing so well in the last month, but
nontheless broke out yesterday. The rest of the filter criteria
would look like this:
AND Volume>100000 AND Close<=1.1*Ref(Close,-22) AND Volume>Ref
(Volume,-1) AND Close>=1.04*Ref(Close,-1);
The one month's weakness could be where pattern recognizer find
cup&handle etc. But I like better mechanical approach as I find
discretionary trading hopeless for me.
Thanks, Samantha
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxx> wrote:
>e
> 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@>
> 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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