|
PureBytes Links
Trading Reference Links
|
So then if you are looking to have high position scores on the on the
ones that meet the criteria then ...
ROCMA135 = ROC(MA(C, 135));
PositionScore = IIf(Volume > 100000 AND
Volume > Ref(Volume,-1) AND
Close <= 1.1 * Ref(Close, -22) AND
Close >= 1.04 * Ref(Close,-1), ROCMA135, 0);
Filter = PositionScore > 0;
AddColumn(ROCMA135, "ROC MA 135", 1.2);
--- In amibroker@xxxxxxxxxxxxxxx, "samu_trading" <samu_trading@xxx>
wrote:
>
> 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@> 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
> > >
> >
>
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|