PureBytes Links
Trading Reference Links
|
michael arnoldi writes:
> i tried the exploration & it worked fine.
> > Try this as a workaround:
> >
> > ColA: HHV(H, 250)
> > ColB: HHVBars(H, 250)
> > ColC: LLV(L, 250)
> > ColD: LLVBars(L, 250)
> >
> > Filter: ColB < 10 and ColD > 240
>
> my question: the results i get, are they buy candidates or what ?
*chuckle* I don't know yet. =)
My goal is to try and find stocks which have had a large recent run-up,
and are now downturning. The formula I showed wasn't the entire thing;
it was just the smallest thing I could find that would reproduce the
error I was getting.
Here's the entire thing:
HiVal := HHV(H, 250);
LoVal := LLV(L, 250);
HiAgo := HHVBars(H, 250);
LoAgo := LLVBars(L, 250);
{ Sufficient Range }
((HiVal-LoVal)/LoVal) > 2 AND
{ Recent Selloff }
L <= LLV(C, 30) AND
{ HHV recent }
HiAgo > 10 AND HiAgo < 20 AND
{ LLV Long enough ago }
LoAgo > 200
This is an attempt to mimic the Pitbull shorting strategy, which does
essentially that. Looks for recent-large runups, then downturn. Then
short 'em. He uses RS and A/D in from IBD in his system, neither of
which I have with MS, so I'm trying to get similar results.
We'll see.
I ordered QP2 which should be here today, so I may be able to eliminate
some of teh filter by doing it with QP2.
I'll let the list know once I get something down for sure. I hope you
don't mind that I CC:'d them with this reply in case anyone wants to
play around with it.
--
========================================================================
To me, it's always a good idea to always carry two sacks of something
when you walk around. That way, if anybody says, "Hey, can you give me
a hand?," you can say, "Sorry, got these sacks."
http://www.unixgeek.com/cgi-bin/motd.pl - PGP email preferred
|