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Looks like Graham beat me to the punch ;) And, he used lowest low of
L as I suspect you meant, I used lowest low of C since that was what
you had in your example. You'll need to decide which one you meant.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> hopefully understood what you wanted
>
> MAshort = MA(C,10);
> MAdiff = MAshort - C;
> MAlong = MA(C,200);
>
> Buy = Sum(C<MAshort,10)==10 AND C > MAlong AND L<ref(LLV(L,9),-1)
AND
> MAdiff>ref(HHV(MAdiff,9),-1);
> Sell = C > MA(C,5);
>
> --
> Cheers
> Graham Kav
> AFL Writing Service
> http://www.aflwriting.com
>
>
> 2008/5/11 droskill <droskill@xxx>:
> > Guys,
> >
> > For some reason I'm having trouble translating the following rules
> > into a system:
> >
> > 1)It has closed below its 10-day moving average for at least 10
days.
> > 2) It is above its 200-day moving average. 3) It made its lowest
low
> > of the recent selloff today. 4) It closed stretched further below
its
> > 10-day moving average than it has on any day of the recent
selloff.
> >
> > Here's some of the code I have - but I think my approach is
completely
> > wrong:
> >
> >
> > MAdiff = C - MA(10,C);
> > MAlong = MA(200,C);
> >
> > MAdays = Ref(C,-10) < Ref(MA(C,10),-10) AND Ref(C,-9) <
> > Ref(MA(C,10),-9) AND Ref(C,-8) < Ref(MA(C,10),-8) AND Ref(C,-7) <
> > Ref(MA(C,10),-7) AND Ref(C,-6) < Ref(MA(C,10),-6) AND Ref(C,-5) <
> > Ref(MA(C,10),-5) AND Ref(C,-4) < Ref(MA(C,10),-4) AND Ref(C,-3) <
> > Ref(MA(C,10),-3) AND Ref(C,-2) < Ref(MA(C,10),-2) AND Ref(C,-1) <
> > Ref(MA(C,10),-1) AND C < MA(C,10);
> >
> > Buy = MAdays AND LLV(C,10) AND C > MAlong AND HHV(MAdiff,10);
> > Sell = C > MA(C,5);
>
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