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Try it this way John :
Col A = Long filter :
If(
MACD() > 0
AND C > Mov(C,10,E)
AND RSI(21) > 50
AND Cross(MACD(), Mov(MACD(),9,E)
AND C <= BBandTop(C,20,S,2)
AND C >= BBandBot(C,20,S,2)
AND H >= Ref(HHV(H,30),-1)
AND C > Ref(C,-1),
+1,0)
Col B = Short filter :
If(
MACD() < 0
AND C < Mov(C,10,E)
AND RSI(21) < 50
AND Cross(Mov(Macd(),9,E),Macd())
AND C <= BBandTop(C,20,S,2)
AND C >= BBandBot(C,20,S,2)
AND L <= Ref(LLV(L,30),-1)
AND C < Ref(C,-1)),
+1,0)
To get the result in a binary form, you can
add a Col C, with :
A:=
If( MACD() > 0
AND C > Mov(C,10,E)
AND RSI(21) > 50
AND Cross(MACD(), Mov(MACD(),9,E)
AND C <= BBandTop(C,20,S,2) AND C >= BBandBot(C,20,S,2)
AND H >= Ref(HHV(H,30),-1)
AND C > Ref(C,-1)),+1,0);
B:=
If( MACD() < 0
AND C < Mov(C,10,E)
AND RSI(21) < 50
AND Cross(Mov(MACD(),9,E),MACD())
AND C <= BBandTop(C,20,S,2) AND C >= BBandBot(C,20,S,2)
AND L <= Ref(LLV(L,30),-1)
AND C < Ref(C,-1),-1,0);
A + B
{ Then you don't need anymore ColA
and ColB }
And one can also add in the Filter, the same as
in col C, but with an " A OR B " instead " A plus B " at the end.
Ave,
john graham duff a écrit :
i,ve written the formulas below to screen stocks/indices for long
and short trades, to include the criteria :
macd to be above/below 0,
close price above/below 10 dma,
21 period rsi to be above/below 50,
macd to be crossing above/below the 9 period signal line,
price within bollinger bands,
the price at a new 30 day high/low
and the price to be higher/lower than yesterday's close.
these formulas seem to work but i,m not sure that i,m using the correct
syntax the price is the highest/lowest for 30 days,this part of the formula
does not work ?
could you please give the formulas a quick check over,
cheers, john
(long filter)
If (MACD() > 0 AND CLOSE > Mov(CLOSE,10,E) AND RSI(21) > 50
AND MACD() > Mov(MACD(),9,E)
AND CLOSE < Mov(C,20,S) + (2*(Std(C,20)))
AND CLOSE > Mov(C,20,S) - (2*(Std(C,20)))
AND HHV(H,30),
AND CLOSE > ref(close,-1) +1, 0)
(short filter)
If(MACD() < 0 AND CLOSE < Mov(CLOSE,10,E) AND RSI(21) <
50 AND MACD() < Mov(MACD(),9,E)
AND CLOSE < Mov(C,20,S) + (2*(Std(C,20)))
AND CLOSE > Mov(C,20,S) - (2*(Std(C,20)))
AND CLOSE < ref(close,-1) and llv(l,30) ,+1, 0)
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