[amibroker] Re: exploration to find out/under performance relative to S&P

["droskill" <droskill@xxxxxxxxx>]

Here's an exploration:

MySPYReturn = ROC(Foreign("SPY","C"),5);
//First get the Rate of change for the SPY for the past five days.
//This could be any symbol or defined as a parameter.

Filter = Status("lastbarinrange") AND MySPYReturn > 5 AND ROC(C,5) >
MySPYReturn;

//Filter the exploration to show only the last day.
//Also, SPY ROC has to be great than 5%, and
//the rate of change of the equity which you are comparing to
//has to be greater than the return of the SPY.

AddColumn(C, "Close");
AddColumn(ROC(C,5),"ROC");
//Add columns to show the close and the ROC over the past 5 days.

I'm not the most elegant coder, but this should give you and idea of
how to make it work.  Start with a small equity list to check the idea
out - I used a list of ETFs.

Hope this helps!



--- In amibroker@xxxxxxxxxxxxxxx, "triangle702000" <jkra70@xxx> wrote:
>
> As far as time periods go,I'm most interested in finding stocks that 
> have under/over perf. over the course of a rally or a decline. Is there 
> a way for the program to recognize a rally or decline?
> 
> I'm not sure how exactly to define it.For instance,over the last five 
> days SP500 is up ~20% while RIMM is down ~5%.This is something I'd like 
> an exploration to spit out. How to define the level of und./over 
> perf. ,and how exactly to express it in AFL, I dont know. Any 
> suggestions?
> 
>   
> 
>   --- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@> wrote:
> >
> > The real question is how you define outperformance or
> > underperformance?  Based on what time period?  
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "triangle702000" <jkra70@> wrote:
> > >
> > >  Hey everyone. I'm interested in building an exploration to find 
> stocks 
> > > that have outperformed or underperformed the S&P on a daily 
> > > basis,weekly basis,and if possible over the course of a rally or 
> > > decline. I have to admit, I'm not very good with AFL, but if 
> someone 
> > > could give me a start in the right direction that would be greatly 
> > > appreciated. Thanks in advance.
> > >
> >
>



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