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Fred,
Would you not use Percentile function in this to capture symbols in
the 98 percentile?
Thanks, Samantha
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxx> wrote:
>
> 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@>
> 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
> > > >
> > >
> >
>
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