[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [EquisMetaStock Group] LinRegSlope

PureBytes Links

Trading Reference Links
Hello
Can anybody convert this to MS
Martin Blain
Burlington Ontario
----- Original Message -----
From: pumrysh
Sent: Sunday, January 30, 2005 5:13 PM
Subject: Re: [EquisMetaStock Group] LinRegSlope


Amibroker code:

//Penny Stock breakout Trading system
////////////////////////////////
MACDH = MACD()-Signal();
SDC = StDev( C, 30 ) / MA( C, 30 );
Period = 14;
Coeff = 0.1;
intra = log( H ) - log( L );
Vintra = StDev( intra, Period );
inter = log( Avg ) - log( Ref( Avg, -1 ) );
Vinter = StDev( inter, Period );
Cutoff = Coeff * (Vinter+Vintra) * C;
MF = C - (H+L)/2 + Avg - Ref( Avg, -1 );
MFV = IIf( MF > Cutoff, V, IIf( MF < -Cutoff, -V, 0 ) );
FVE = Sum( MFV, Period ) / MA(V,Period) / Period * 100;

LC35 = 100* LinRegSlope( C, 35 ) / Ref( C, -35 );
LC70 = 100*LinRegSlope( C, 70 ) / Ref( C, -70 );
LC170 = 100*LinRegSlope( C, 170 ) / Ref( C, -170 );

StochSDC = 100 * Sum( SDC - LLV(SDC,150), 3 ) /
           Sum( HHV( SDC, 150 ) - LLV( SDC, 150 ), 3 );

Buy =  FVE > -1 AND
       LC35 > -0.35 AND
       LC35 < 0.40 AND
       LC70 > -0.40 AND
       LC70 < 0.40 AND
       LC170 > -0.20 AND
       MACDH > -0.003 AND
       StochSDC < 20 AND
       C > EMA( C, 10 ) AND
       SDC * ADX( 25 ) < 1.3 AND
       StochK( 10, 3 ) > 30;

Sell = C < (1 - 18/100) * HHV( C, 2 );
ApplyStop( stopTypeNBar, stopModeBars, 70, True );

Filter = Buy;
AddColumn( FVE, "FVE" );
AddColumn( LC35, "LC35" );
AddColumn( LC70, "LC70" );
AddColumn( LC170, "LC170" );
AddColumn( MACDH, "MACDH", 1.5 );
AddColumn( StochSDC , "StochSDC" );
AddColumn( C , "C" );
AddColumn( EMA( C, 10 ), "EMA(C,10)" );
AddColumn( SDC * ADX( 25 ), "SDC * ADX( 25 )" );
AddColumn( StochK( 10, 3 )  , "StochK( 10, 3 )" );

--Tomasz Janeczko, AmiBroker.com






Yahoo! Groups Links