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Could someone help me setup an exploration that would allow me to
search for stocks whose Hi or low are at or penetrating each of the
specific line that this formula produces
SqW:=Input("Square Width (Days)",4,256,32);
MM:=Input("Start Date Month",1,12,10);
DD:=Input("Start Date Day ",1,31, 5);
YY:=Input("Start Date Year ",1700,2100,1998);
T0:=LastValue(ValueWhen(1,DayOfMonth()=DD AND
Month()=MM AND
Year()=YY,Cum(1)));
Sqrs:=Int((LastValue(Cum(1))-T0)/SqW)-1;
S0:=T0+(Sqrs*SqW);
Lo:=LastValue(ValueWhen(1,Cum(1)=S0+SqW-1,
LLV(Min(H,L),SqW)));
Hi:=LastValue(ValueWhen(1,Cum(1)=S0+SqW-1,
HHV(Max(H,L),SqW)));
Sf:=
If(Hi>25,If(Log(0.4*Hi)/Log(10)-
Int(Log(0.4*Hi)/Log(10))>0,
Exp(Log(10)*(Int(Log(0.4*Hi)/Log(10))+1)),
Exp(Log(10)*(Int(Log(0.4*Hi)/Log(10))))),
100*Exp(Log(8)*(Int(Log(0.005*Hi)/Log(8)))));
N:=
If(Log(Sf/(Hi-Lo))/Log(8)<=0,0,
If(Frac(Log(Sf/(Hi-Lo))/Log(8))=0,
Int(Log(Sf/(Hi-Lo))/Log(8)),
Int(Log(Sf/(Hi-Lo))/Log(8))+1));
Si:=Sf*Exp(-N*Log(8));
M:=Int(((1/Log(2))*Log((Hi-Lo)/Si))+.00001);
I:=Round(((Hi+Lo)*.5)/(Si*Exp((M-1)*Log(2))));
B:=(I-1)*Si*Exp((M-1)*Log(2));
TT:=(I+1)*Si*Exp((M-1)*Log(2));
Er:=If(Hi-TT>0.25*(TT-B) OR
B-Lo>0.25*(TT-B),1,0);
MM:=If(Er=0,M,If(Er=1 AND M<2,M+1,0));
NN:=If(Er=0,N,If(Er=1 AND M<2,N,N-1));
Si:=Sf*Exp(-NN*Log(8));
I:=Round(((Hi+Lo)*.5)/
(Si*Exp((MM-1)*Log(2))));
B:=ValueWhen(1,Cum(1)>=S0,
(I-1)*Si*Exp((MM-1)*Log(2)));
TT:=ValueWhen(1,Cum(1)>=S0,
(I+1)*Si*Exp((MM-1)*Log(2)));
B;
{L1:=}ValueWhen(1,Cum(1)>=S0,
B+(0.125*(TT-B)));
{L2:=}ValueWhen(1,Cum(1)>=S0,
B+(2.0*(0.125*(TT-B))));
{L3:=}ValueWhen(1,Cum(1)>=S0,
B+(3.0*(0.125*(TT-B))));
{L4:=}ValueWhen(1,Cum(1)>=S0,
B+(4.0*(0.125*(TT-B))));
{L5:=}ValueWhen(1,Cum(1)>=S0,
B+(5.0*(0.125*(TT-B))));
{L6:=}ValueWhen(1,Cum(1)>=S0,
B+(6.0*(0.125*(TT-B))));
{L7:=}ValueWhen(1,Cum(1)>=S0,
B+(7.0*(0.125*(TT-B))));
TT;
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