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Scanning Gap Up and Gap Down for Amibroker (AFL)

vinodsk over 12 years ago Amibroker (AFL)

  • Rating:
    3 / 5 (Votes 4)
  • Tags:
    amibroker, exploration

Finding Gap Up and Gap Down opening.

Indicator / Formula

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//Finding GapUp and Gap Down opening

SO = ParamToggle("Option","Gap Up|Gap Down",1);

if(SO == 0)
//Gap Up
Filter = (Open > Ref( High, -1 )) AND (Close > Open);
else
// Gap down
Filter = (Open < Ref( Low, -1 )) AND (High < Ref( Low, -1)) AND (Close < Open);

AddColumn( Close, "Close" );
AddColumn( Open, "Open" );
AddColumn( High, "High" );
AddColumn( Low, "Low" );
AddColumn( Volume, "Volume" );

2 comments

1. samplange
over 12 years ago 
//Finding GapUp and Gap Down opening
 
SO = ParamToggle("Option","Gap Up|Gap Down",1);
 
if(SO == 0)
//Gap Up
Filter = (Open > Ref( High, -1 )) AND (Close > Open);
else
// Gap down
Filter = (Open < Ref( Low, -1 )) AND (High < Ref( Low, -1)) AND (Close < Open);
 
AddColumn( Close, "Close" );
AddColumn( Open, "Open" );
AddColumn( High, "High" );
AddColumn( Low, "Low" );
AddColumn( Volume, "Volume" );
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2. bhartiprinters
almost 12 years ago

seen gap up and gap down afls earlier also better now someone give an afl where gapup or gapdown happened in the opening and after that it has been filled that is also equally important to know but till now not seen anything like that. as i do not know coding will really relish to see if somebody makes that

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