Stock Portfolio Organizer
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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
PULLBACK SCAN ..... asfa.alam for Amibroker (AFL)
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 | //asfatul.alam@yahoo.com // PULLBACK SCAN DLL1 = Ref ( H ,-1) > Ref ( HHV ( H ,20),-2) AND H < Ref ( H ,-1); DLL2 = Ref ( H ,-2) > Ref ( HHV ( H ,20),-3) AND H < Ref ( H ,-2); DLL3 = Ref ( H ,-3) > Ref ( HHV ( H ,20),-4) AND H < Ref ( H ,-3); DLL4 = Ref ( H ,-4) > Ref ( HHV ( H ,20),-5) AND H < Ref ( H ,-4); DLL5 = Ref ( H ,-5) > Ref ( HHV ( H ,20),-6) AND H < Ref ( H ,-5); DLL6 = Ref ( H ,-6) > Ref ( HHV ( H ,20),-7) AND H < Ref ( H ,-6); DLL7 = Ref ( H ,-7) > Ref ( HHV ( H ,20),-8) AND H < Ref ( H ,-7); DLL8 = Ref ( H ,-8) > Ref ( HHV ( H ,20),-9) AND H < Ref ( H ,-8); DLL= H < Ref ( HHV ( H ,20),-1); DLS1 = Ref ( L ,-1) < Ref ( LLV ( L ,20),-2) AND L > Ref ( L ,-1); DLS2 = Ref ( L ,-2) < Ref ( LLV ( L ,20),-3) AND L > Ref ( L ,-2); DLS3 = Ref ( L ,-3) < Ref ( LLV ( L ,20),-4) AND L > Ref ( L ,-3); DLS4 = Ref ( L ,-4) < Ref ( LLV ( L ,20),-5) AND L > Ref ( L ,-4); DLS5 = Ref ( L ,-5) < Ref ( LLV ( L ,20),-6) AND L > Ref ( L ,-5); DLS6 = Ref ( L ,-6) < Ref ( LLV ( L ,20),-7) AND L > Ref ( L ,-6); DLS7 = Ref ( L ,-7) < Ref ( LLV ( L ,20),-8) AND L > Ref ( L ,-7); DLS8 = Ref ( L ,-8) < Ref ( LLV ( L ,20),-9) AND L > Ref ( L ,-8); DLS = L > Ref ( LLV ( L ,20),-1); // Price and Volume PVFilter = (( C >=15) AND MA ( Volume , 50 )>100000); // Moving Average proper order 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); // How far the stock has moved in the past month (preferable at least 10 pts in the past 20 days) TenTwentyFilter = HHV ( H ,20)- LLV ( L ,20); // 50 Day Historical Volatility FiftyDayHVFilter = round ( StDev ( log ( C / Ref ( C ,-1)),50)*100* sqrt (256)); // Dave Landry Pull Back Scan DLPBS = ( IIf ((DLL AND (DLL1 OR DLL2 OR DLL3 OR DLL4 OR DLL5 OR DLL6 OR DLL7 OR DLL8)) AND PVFilter AND BullishMAs, 1, 0)) OR ( IIf ((DLS AND (DLS1 OR DLS2 OR DLS3 OR DLS4 OR DLS5 OR DLS6 OR DLS7 OR DLS8)) AND PVFilter AND BearishMAs, 1, 0)); //=================== Columns ======================================================================================================================= NumColumns = 5; Column0 = FullName (); Column0Name = "Ticker name" ; Column1 = IIf ((DLL AND (DLL1 OR DLL2 OR DLL3 OR DLL4 OR DLL5 OR DLL6 OR DLL7 OR DLL8)) AND PVFilter AND BullishMAs, 1, 0); Column1Name = "Buy Signal" ; Column2 = IIf ((DLS AND (DLS1 OR DLS2 OR DLS3 OR DLS4 OR DLS5 OR DLS6 OR DLS7 OR DLS8)) AND PVFilter AND BearishMAs, 1, 0); Column2Name = "Sell Signal" ; Column3 = TenTwentyFilter; Column3Name = "10/20 Value" ; Column4 = FiftyDayHVFilter; Column4Name = "HV50 Value" ; AddTextColumn ( IndustryID (1), "Industry" ); AddTextColumn ( MarketID (1), "Market" ); // Filter based on 20 day hi/lo and pullback, moving averages lined up correctly, price and volume criteria, and stocks matching their respective industries and markets. Filter = DLPBS; Buy = Column1; Sell = Column2; //======================= Chart Layout ============================================================================================================== // OHLC bar graph with headings _SECTION_BEGIN ( "Price" ); SetChartOptions (0, chartShowArrows | chartShowDates ); _N (Title = StrFormat ( "{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}" , O , H , L , C , SelectedValue ( ROC ( C , 1 ) ) )); Plot ( C , "Close" , ParamColor ( "Color" , colorDefault ), styleNoTitle | ParamStyle ( "Style" ) | GetPriceStyle () ); _SECTION_END (); // 20 period linear regression line x = Cum (1); // lastx = LastValue ( x ); Daysback = 20; aa = LastValue ( LinRegIntercept ( Close , Daysback) ); bb = LastValue ( LinRegSlope ( Close , Daysback ) ); y = Aa + bb * ( x - (Lastx - DaysBack) ); Plot ( IIf ( x >= (lastx - Daysback), y, -1e10 ), "LinReg" , colorCustom11 ); // 10 period SMA _SECTION_BEGIN ( "MA" ); P = ParamField ( "Price field" ,-1); Periods = Param ( "Periods" ,10 ); Plot ( MA ( P, Periods ), _DEFAULT_NAME (), ParamColor ( "Color" , colorBlue ), ParamStyle ( "Style" ) ); _SECTION_END (); // 20 period EMA _SECTION_BEGIN ( "EMA" ); P = ParamField ( "Price field" ,-1); Periods = Param ( "Periods" , 20 ); Plot ( EMA ( P, Periods ), _DEFAULT_NAME (), ParamColor ( "Color" , colorRed ), ParamStyle ( "Style" ) ); _SECTION_END (); // 30 period EMA _SECTION_BEGIN ( "EMA1" ); P = ParamField ( "Price field" ,-1); Periods = Param ( "Periods" , 30); Plot ( EMA ( P, Periods ), _DEFAULT_NAME (), ParamColor ( "Color" , colorCustom12 ), ParamStyle ( "Style" ) ); _SECTION_END (); //======================= End Chart Layout =========================================================================================================== |