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Trend Exploration: Count Number of New Highs for Amibroker (AFL)
Rating:
3 / 5 (Votes 2)
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This exploration identify price trends by counting the number of new highs (or lows) that a stock has made during the last 50 days and sort the result in descending order.
Indicator / Formula
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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 | LK=50;Filter = Status("lastbarinrange");A1= IIf( L> Ref(HHV( Close,LK),-5), 1, 0 ); A2= Sum( A1, LK ) ;B1= IIf( H< Ref(LLV( Close,LK),-5), 1, 0 ); B2= Sum( B1, LK ) ;SetOption("NoDefaultColumns", True);AddTextColumn( Name(), "ticker", 1, textColor=colorBlack,bkgndColor=colorLime);AddColumn( DateTime(), "date/time", formatDateTime, colorBlack, colorLime);AddColumn( A2, "New Highs", 1.0, textColor = colorBlack, bkgndColor =colorLightOrange );AddColumn( B2, "New Lows", 1.0, textColor = colorBlack, bkgndColor =colorLightOrange );AddColumn( Correlation(Cum(1),Close,LK), "Correlation Trend", 1.2, textColor =colorBlack, bkgndColor = colorLightOrange );AddColumn( ROC(C,LK), "Percentage Return", 1.0,textColor = colorBlack,bkgndColor = colorLightOrange );AddColumn( ROC(C,LK)/StDev(ROC(C,LK),LK), "Risk Adjusted Returns",1.0,textColor = colorBlack, bkgndColor = colorLightOrange );SetSortColumns( -3 ); |
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