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Alice,
What you are looking for is "Rolling Stocks". I put a post on this
some time ago but didn't get any answers. You migh try this as a
starter and modify or expand to your needs. Let me know if you
develop anything that really works:
per=5;
P=Cum(PeakBars(H,per)==0);
T=Cum(TroughBars(L,per)==0);
Dif =(P-T)/P*100;
AddColumn(P,"# of Peaks",1.0);
AddColumn(T,"# of Troughs",1.0);
AddColumn(Dif,"Dif P&T ",1.0);
//AddTextColumn(WriteIf(Column0!=Column1,"Dif","")," * ");
Filter = C <25 AND C >2 AND Volume > 100000 AND C> Ref(C,-1);
Dick H.
--- In amibroker@xxxxxxxxxxxxxxx, "a_chaabo" <a_chaabo@xxx> wrote:
>
> 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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