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Hi Dennis,
What was the original Landry name for the scan?
Did you omit ADX because you were in TC2000 originally? I ask because I've
already coded a number of Dave Landry's setups.
What your TC code says is not that today's
low is lower than yesterday's low, just the reverse -- it's greater than
yesterday's low.
The piece of afl to do what your TC2000 code says
is: Ref(L,-1) < Ref(LLV(L,20),-2) AND L > Ref(L,-1);
Peace and Justice ---
Patrick
----- Original Message -----
Sent: Saturday, June 04, 2005 2:38
PM
Subject: [amibroker] Re: Modified Dave
Landry Scan
The simple scan looks for recent (not today) 20 day
high/lows and this
scan
has a minimum price criteria of $15 and a
minimum 50-day average
volume
criteria of 100k. Below is the code
written as a Personal Criteria
Formule
in TC2000's language. It's pretty
strait forward,
H=
High...L=Low...MAXH=Maxhigh...MINL=MINLow...
Example, I tried to
duplicate this TC2005 formula...
(L1 < MINL20.2 AND L > L1)
This
means: Yesterday's Low is Less Than the Low of the past 20 days
as
of
2 days ago AND Today's Low is Less Than Yesterday's Low.
L1=
Yesterday's Low
MINL20.2= the Lowest Low of the past 20 days as of 2 days
ago
L= totday's Low
L1=Yesterday's Low
with this AFL
formula...
Ref(L,-1)<LLV(L,20)-2 AND L>Ref(L,-1) ;
Please
help...
Dennis
--- In amibroker@xxxxxxxxxxxxxxx, "Dennis
And Lisa"
<dennisandlisa@xxxx> wrote:
> Hi everyone...this scan
is the Dave Landry Pull Back Scan, which
> attempts to catch pull backs
coming off of 20 day highs or 20 day
> lows. It only works for Long
Positions, and fails to
> work for Short Positions. Can someone please
take a look at the
> "PullBack Scan" secion of the following
formula to see what I am
doing
> wrong?
>
> "DLL" thru
"DLL8" are the Long Criteria, which work just fine, but
> "DLS1" thru
"DLS8" do not initialize. These atr the Short Criteria.
>
>
thanks
> Dennis
>
>
------------------------------------------------
---------------------
>
> NumColumns = 6;
>
> Period = 14;
>
>
> // Determines trend direction using DMI indicators
> PDIFilter
= PDI(period) > MDI(period);
> MDIFilter = MDI(period) >
PDI(period);
>
> // PULLBACK SCAN
>
> DLL1 =
Ref(H,-1)>HHV(H,20)-2 AND H<Ref(H,-1) ;
> DLL2 =
Ref(H,-2)>HHV(H,20)-3 AND H<Ref(H,-2) ;
> DLL3 =
Ref(H,-3)>HHV(H,20)-4 AND H<Ref(H,-3) ;
> DLL4 =
Ref(H,-4)>HHV(H,20)-5 AND H<Ref(H,-4) ;
> DLL5 =
Ref(H,-5)>HHV(H,20)-6 AND H<Ref(H,-5) ;
> DLL6 =
Ref(H,-6)>HHV(H,20)-7 AND H<Ref(H,-6) ;
> DLL7 =
Ref(H,-7)>HHV(H,20)-8 AND H<Ref(H,-7) ;
> DLL8 =
Ref(H,-8)>HHV(H,20)-9 AND H<Ref(H,-8) ;
> DLL=
H<HHV(H,20)-1;
>
> // THIS SECTION FAILS TO WORK....PLEASE
HELP
> DLS1 = Ref(L,-1)<LLV(L,20)-2 AND L>Ref(L,-1) ;
>
DLS2 = Ref(L,-2)<LLV(L,20)-3 AND L>Ref(L,-2) ;
> DLS3 =
Ref(L,-3)<LLV(L,20)-4 AND L>Ref(L,-3) ;
> DLS4 =
Ref(L,-4)<LLV(L,20)-5 AND L>Ref(L,-4) ;
> DLS5 =
Ref(L,-5)<LLV(L,20)-6 AND L>Ref(L,-5) ;
> DLS6 =
Ref(L,-6)<LLV(L,20)-7 AND L>Ref(L,-6) ;
> DLS7 =
Ref(L,-7)<LLV(L,20)-8 AND L>Ref(L,-7) ;
> DLS8 =
Ref(L,-8)<LLV(L,20)-9 AND L>Ref(L,-8) ;
> // END OF SECTON THAT
NEEDS TROUBLESHOOTING
>
> // New 1 month low has occurred in the
last 8 days?
> //NewHighs = IIf(HHV(H,8) >= HHV(H,20), 1,
0);
> //NewLows = LLV(L,8) <= LLV(L,20);
>
> // Are moving averages lined up correctly?
> BullishMAs =
IIf(MA(C,10) >= EMA(C,20) AND EMA(C,20) >= EMA(C,30),
1,
>
0);
> BearishMAs = IIf(MA(C,10) <= EMA(C,20) AND EMA(C,20) <=
EMA(C,30),
1,
> 0);
>
> Column0
= ADX(period);
> Column0Name = "ADX";
>
>
Column1 = IIf(PDIFilter AND (DLL AND(DLL1 OR DLL2 OR
DLL3 OR
DLL4
> OR DLL5 OR DLL6 OR DLL7 OR DLL8)) AND C>15 AND
LLV(V,50)>100000 AND
> BullishMAs, 1, 0);
> Column1Name = "Buy
Signal";
>
> Column2 = IIf(Column1 == 1,
H + .125, 0);
> Column2Name = "Buy Stop";
>
>
Column3 = IIf(MDIFilter AND ( DLS1 OR DLS2 OR DLS3 OR
DLS4 OR
DLS5
> OR DLS6 OR DLS7 OR DLS8) AND C>15 AND
LLV(V,50)>100000 AND
BearishMAs,
> 1, 0);
> Column3Name =
"Sell Signal";
>
> Column4 = IIf(Column3
== 1, L - .125, 0);
> Column4Name = "Sell Stop";
>
>
Column5 = HHV(H,20)-LLV(L,20);
> Column5Name =
"10/20 Value";
>
> // Filter based on ADX > 30 (trending) and
if buy or sell has
> triggered
> Filter = ADX(period) >= 30 AND
(Column1 OR Column3);
> Buy = ADX(period) >=30 AND
Column1;
> Sell = ADX(period) >=30 AND
Column3;
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
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http://www.amibroker.com/support.html
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:
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