[amibroker] A profitable strategy

["a_chaabo" <a_chaabo@xxxxxxxxxxx>]

I'm trying out a trading strategy that buys and sells when the price 
moves around key moving averages. For example, buy when the price 
closes above the SMA(20) *AND* the SMA(20) is visibly rising.

On symbols that move up and down a lot - eg: Daily GBPUSD - this 
looks by eye to be very proifitable. The price has to go either up or 
down from the SMA itself, and there are good swings above/below the 
SMA(20).

My question is this: I'm trying to find the best performing symbols 
from my database that move up and down regularly by a large amount. 

Does anyone have any ideas on how to write a scan / exploration for 
this - and rank symbols that move up/down? I tried 52week high = 3x 
52 week low, but what I'm looking for is regular (or as regular as 
possible) cycles up and down.

Thanks, alice


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