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Hi Mike,
Thanks. You are right, filter should be "Friday close should be
less than Monday low",
Actually I was searching stocks for short sell.
One thing left for this exploration i.e. when a stock closes below
Monday LOW on Friday, what will the open price for next Monday?
Plz complete the exploration.
Thanks in advance.
Regards,
Lokesh
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Hi,
>
> This version removes a redundency, and correctly handles the case
> where your data is missing values or when the preceding Monday was
a
> holliday.
>
> Monday = IIF(DayOfWeek() == 1, 1, 0);
> MondayLow = ValueWhen(Monday, Low);
>
> Friday = IIF(DayOfWeek() == 5, 1, 0);
> FridayClose = ValueWhen(Friday, Close);
>
> FridayLower = Friday && Close < MondayLow && BarsSince(Monday) ==
4;
>
> // Set Filter to 1 if you want all days, including false days.
> Filter = FridayLower;
> AddColumn(MondayLow, "Monday Low");
> AddColumn(FridayClose, "Friday Close");
> AddColumn(FridayLower, "Friday Lower");
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> >
> > Hi,
> >
> > You can try the following. Though, I wonder if you made a
mistake
> in
> > your question? You say to "check close of Friday", but then want
to
> > filter on "friday low is less than monday low". Which is it,
Friday
> > close or Friday low?
> >
> > In the code below, I'm assuming that you really wanted to filter
on
> > Friday close less than Monday low. Save as a .afl file then run
as
> an
> > Exploration over any number of days. Fridays closing lower than
the
> > preceding Monday will show with a 1 in the Friday Lower column.
> >
> > Note that I have not added any special handling for when the
> > preceding Monday was a holliday. You can try that part
yourself ;)
> >
> > Monday = IIF(DayOfWeek() == 1, 1, 0);
> > MondayLow = ValueWhen(Monday, Low);
> >
> > Friday = IIF(DayOfWeek() == 5, 1, 0);
> > FridayClose = ValueWhen(Friday, Close);
> >
> > FridayLower = Friday && Close < ValueWhen(Monday, MondayLow);
> >
> > // Set Filter to 1 if you want all days, including false days.
> > Filter = FridayLower;
> > AddColumn(MondayLow, "Monday Low");
> > AddColumn(FridayClose, "Friday Close");
> > AddColumn(FridayLower, "Friday Lower");
> >
> > Mike
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "loshude8888" <shublok@> wrote:
> > >
> > > Dear Members,
> > >
> > > Plz help me to find out following results using AFL language :
> > >
> > > 1. Check low of Monday
> > > 2. Check close of Friday
> > >
> > > filter : friday low is less than monday low
> > >
> > > Thanks in advance.
> > >
> > > Regards,
> > > Lokesh
> > >
> >
>
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