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Dan,
Of course this can be converted into an exploration and used in the AA
window...and results saved to a watchlist...
Anthony
----- Original Message -----
Sent: Monday, April 18, 2005 11:17
PM
Subject: [amibroker] Re: Potential
Customer With Question About Scanning
Anthony,
I remember your name from way back
when. :-)
The formula looks very simple (which I like),
but...
In looking at your formula, it looks like it returns divergence
for a
single symbol and then plots the divergence on a chart.
Correct?
If "yes", that's not quite what I'm looking for.
Is
it possible to write a similar scan which searches through 3000
symbols
displays or saves a list of only the 50-100 where there is a
divergence?
Thanks in advance for any help,
Dan.
---
In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxxx>
wrote:
>
x=Divergence(LinRegSlope(C,20),LinRegSlope(OBV(),20),1);
>
>
Plot(x,"x",colorRed,styleHistogram);
>
> -----
Original Message -----
> From: danclarksammy
> To: amibroker@xxxxxxxxxxxxxxx
> Sent:
Monday, April 18, 2005 8:41 PM
> Subject: [amibroker]
Potential Customer With Question About
Scanning
>
>
>
>
> Hi,
>
>
> I was
an AmiBroker customer in the past and liked it a lot.
> Unfortunately, my trading/investing has taken in a
different
> direction in the last couple of years.
Now, I'm thinking about
> coming back, but I have one major
need that I must address -
> scanning a database of
historical data using Linear Regression
Slope.
>
> I want to create a scan that will find and return all
symbols in
a
> database of daily data where the Linear
Regression of Price is
> diverging from the Linear
Regression of an indicator (like
Chaikin
> Money Flow,
On-balance Volume, RSI or relative strength to
another
> symbol).
>
> For
example:
>
> 1) Calculate the 20 day Linear
Regression Slope of every symbol's
> closing price.
>
> 2) Calculate the 20 day Linear Regression Slope of every
symbol's
On-
> Balance Volume.
>
> 3) Find all symbols in the datatabase where LR Slopes are
> diverging. I.e.:
>
> -- LR
Slope of Price is negative and LR Slope of On-balance
Volume
> is positive, OR
>
> -- LR Slope
of Price is positive and LR Slope of On-balance
Volume
> is negative.
>
> Ideally,
AmiBroker would allow me to dynamically modify the
Linear
> Regression periods and the Indicator selected, but I'd be
happy
to
> even implement the basic scan.
>
> Can this LR Divergence scan be performed in
AmiBroker?
>
> Thanks and regards,
>
> Dan.
>
>
>
>
>
>
>
>
> Please note that this group is for
discussion between users only.
>
> To get support
from AmiBroker please send an e-mail directly to
> SUPPORT
{at} amibroker.com
>
> For other support material
please check also:
> http://www.amibroker.com/support.html
>
>
>
>
>
>
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Please note that
this group is for discussion between users only.
To get support from
AmiBroker please send an e-mail directly to
SUPPORT {at}
amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
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SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
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