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[amibroker] Re: Monday's Low broken on Friday



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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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