Re: [amibroker] [AFL help] exploration for relative strength:found BarsSince

[kris45mar <kris45mar@xxxxxxxxx>]

Terry

 

OK it's late but I have finally understood what you have said.

 

Because I have XAO as default Relstrength index under Symbols Markets it *looks* like it recognizes the RelStrength("Baseindex");

 

If I wish to compute the Relstrength of another index I must remove the quotes, otherwise I will still get rs of the XAO.

 

So...

 

BaseIndex = "XEJ";

 

rs = RelStrength(BaseIndex); // will give the correct value for the XEJ.

 

whereas

 

rs = RelStrength("BaseIndex"); // will still give the value for the XAO as this is the default setting.

 

I may be slow but I will get there!

 

Thanks for picking this up, Terry.

Much appreciated.

 

ChrisB

Terry <MagicTH@xxxxxxxxxxx> wrote:

Maybe it’s "especially at my age" ;-)

Anyhow, hopefully there’s a typo below, otherwise you’re not getting the answers you think. You have defined BaseIndex = "XAO"; and then you put BaseIndex inside quotes in the next line. This will not be found since I doubt you have a ticker named "BaseIndex", thus your currently selected symbol will be used with NO ERROR MESSAGE.
--
Terry

---

From: kris45mar <kris45mar@xxxxxxxxx>
Reply-To: amibroker@xxxxxxxxxxxxxxx
Date: Sun, 12 Dec 2004 02:13:12 -0800 (PST)
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] [AFL help] exploration for relative strength:found BarsSince

OK I will answer my own question.
(Amazing how going for a bike ride, leaving the PC and coming back to it later clears the brain, even at my age!!)
 
I have found a way of doing this with the BarsSince function:
 
BaseIndex = "XAO";

rs =RelStrength("BaseIndex");
MA_rs= EMA(rs,30);

Cond1 = rs > MA_rs;
Cond2 = Cross(rs, MA_rs);

Filter = Cond1 AND BarsSince(Cond2) > 5 ;

AddColumn(BarsSince(Cond2) >= 5;

Plot(rs,"RS",colorGreen,1);
Plot(EMA(rs,30),"ema RS",colorBlue,1);
Regards to all.
 
ChrisB

kris45mar <kris45mar@xxxxxxxxx> wrote:

Greetings All..

I want to explore for stocks where the Relative
strength is currently greater than its own EMA for
more than the last 5 *sequential* periods.

So far I am using the following filter… Filter =
Sum(Cond1,10) > 5 ; as in…

BaseIndex = "XAO";

rs =RelStrength("BaseIndex");
MA_rs= EMA(rs,30);

Cond1 = rs > MA_rs;

Filter = Sum(Cond1,10) > 5 ;

AddColumn(RelStrength("BaseIndex"),"RS vs XAO",1.2);
AddColumn(EMA(RelStrength("BaseIndex"),30),"EMA30 RS",
1.2);
AddColumn(Sum(Cond1,10),"days over",1.2);

Plot(rs,"RS",colorGreen,1);
Plot(EMA(rs,30),"ema RS",colorBlue,1);

PROBLEM: this gives me total no. of times Cond1 has
occurred within the last 10 periods, even if the
condition does not apply at the last bar, and only
*totals* the number of times this has occurred, and
they  may or may not be sequential/continuous.

GOAL: I want to be able to explore for stocks where
the Relative Strength is *currently* greater than its
own EMA for more than say 5 continuous/sequential
periods, and then rank them according to those that
outperformed for the longest.

I NEED: AFL code for a filter that returns shares
where the cond1 has been true for > 5 sequential
periods and is still true at the moment.

What functions in AFL code can I use here?

TIA

ChrisB






__________________________________________________
Do You Yahoo!?
Tired of spam? Yahoo! Mail has the best spam protection around
http://mail.yahoo.com


------------------------ Yahoo! Groups Sponsor --------------------~-->
$4.98 domain names from Yahoo!. Register anything.
http://us.click.yahoo.com/Q7_YsB/neXJAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->  

Check AmiBroker web page at:
http://www.amibroker.com/

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links

<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/

---

Do you Yahoo!?
 Yahoo! Mail - Find what you need with new enhanced search. Learn more. <http://us.rd.yahoo.com/evt=29917/*http://info.mail.yahoo.com/mail_250>

Check AmiBroker web page at:
http://www.amibroker.com/

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html


Yahoo! Groups Sponsor
  <http://us.ard.yahoo.com/SIG=1293j1oaj/M=324847.5707096.6763800.3001176/D=groups/S=1705632198:HM/EXP=1102932794/A=2343726/R=0/SIG=12itnnr64/*http://clk.atdmt.com/VON/go/yhxxxvon01900091von/direct/01/&time=1102846394474230>  Get unlimited calls to U.S./Canada  <http://us.ard.yahoo.com/SIG=1293j1oaj/M=324847.5707096.6763800.3001176/D=groups/S=1705632198:HM/EXP=1102932794/A=2343726/R=1/SIG=12itnnr64/*http://clk.atdmt.com/VON/go/yhxxxvon01900091von/direct/01/&time=1102846394474230>  

---

Yahoo! Groups Links

• To visit your group on the web, go to:
• http://groups.yahoo.com/group/amibroker/
• To unsubscribe from this group, send an email to:
• amibroker-unsubscribe@xxxxxxxxxxxxxxx <mailto:amibroker-unsubscribe@xxxxxxxxxxxxxxx?subject=Unsubscribe>
• Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service <http://docs.yahoo.com/info/terms/> .
  

Check AmiBroker web page at:
http://www.amibroker.com/

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html

__________________________________________________
Do You Yahoo!?
Tired of spam? Yahoo! Mail has the best spam protection around
http://mail.yahoo.com

Check AmiBroker web page at:
http://www.amibroker.com/

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html

Yahoo! Groups Sponsor

ADVERTISEMENT

---

Yahoo! Groups Links

• To visit your group on the web, go to:
  http://groups.yahoo.com/group/amibroker/
   
• To unsubscribe from this group, send an email to:
  amibroker-unsubscribe@xxxxxxxxxxxxxxx
   
• Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.