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I tested this on the Sp500 data base and due to the past
month or two market correction I found using 90 days instead of 30 gave
you a better correcting stock population...as well use minus one in the
short filter to differentiate.....I will send you my stocks if you
want....let me know...
At 10:14 AM 10/30/00 +0000, you wrote:
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
CLOSE > ref(close,-1) and hhv(h,30) ,+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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Opinions and feedback
appreciated....
Jim...
Atlanta,
GA
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