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Jim Dean

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Posts: 3142

Joined: 3/13/2006
Location: L'ville, GA

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Subject : RE: Help with scan
Posted : 3/22/2014 1:54 PM
Post #22784 - In reply to #22783

52 week high in the last 4 weeks:

... OLang solution
GotHi = false
for N = 0 to 19
if H[N] > HHV(260)[N+1] then GotHi = true
next N

BUT ... since "false"=0 and "true" = -1, we can express this as the sum of 20 tests (ie 4 weeks)
Sum((H > HHV(260)[1]),20) < 0

-----------------
OBV higher than 6 months prior:

OBV() > HHV(OBV(),130)[1]

-----------------
Your Keltner channel = EMA(20) +/- 2*ATR(10), so, Price between midline and lower:

EMA(20) - C >= 2*ATR(10)


-----------------
I set up these three rules in an OScan of All US Stocks (11k symbols), and there wasn't even ONE symbol that passes all the tests

So your rules might have to be loosened up a bit. For instance, if you want the stocks for which any TWO of the three rules are true, you can do this:

( EMA(20) - C >= 2*ATR(10) ) +
( OBV() > HHV(OBV(),130)[1] ) +
( Sum((H > HHV(260)[1]),20) < 0 ) <= -2

... which gives 162 hits




[Edited by Jim Dean on 4/8/2014 11:29 AM]

Deleting message 22784 : RE: Help with scan


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