The code is used to do an exploration.
In the AA window numner of days is set to N=1.
Somehow without using a loop, I am getting results that are based on
a bar by bar analysis of each symblol in a watchlist. This is good,
but I would like to know why it is happening, so that I can do it
again. With the window set for just one day, the code is counting
the number of times the 14 day StochK is over 90 etc...over the
comlete barcount.
Does anyone know why this is working?
Ticker Date/Time Barcount Number 5 day % chg 21
day & chg 60 day % chg 120 day % chg ***** Number 5
day % chg 21 day & chg
AACC 2/21/2008 1018 78 -0.004 -0.0037 -0.0331 -
0.0848 ***** 74 0.0072 0.0193
ADM 2/21/2008 6089 447 -0.0032 0.0079 0.0444
0.0574 ***** 268 0.0071 0.0116
S1=IIf(StochK(14,3)>90,Ref(C,5)/C-1,0);
S2=IIf(StochK(14,3)>90,Ref(C,21)/C-1,0);
S3=IIf(StochK(14,3)>90,Ref(C,60)/C-1,0);
S4=IIf(StochK(14,3)>90,Ref(C,120)/C-1,0);
W1=IIf(StochK(14,3)<10,Ref(C,5)/C-1,0);
W2=IIf(StochK(14,3)<10,Ref(C,21)/C-1,0);
W3=IIf(StochK(14,3)<10,Ref(C,60)/C-1,0);
W4=IIf(StochK(14,3)<10,Ref(C,120)/C-1,0);
N1=IIf(StochK(14,3)>90,1,0);
N2=IIf(StochK(14,3)<10,1,0);
Filter= BarCount>999;
AddColumn( BarCount, "Barcount", 1.0 );
AddColumn( Cum(N1), "Number", 1.2 );
AddColumn( Cum(S1)/Cum(N1), "5 day % chg", 1.4 );
AddColumn( Cum(S2)/Cum(N1), "21 day & chg", 1.4 );
AddColumn( Cum(S3)/Cum(N1), "60 day % chg", 1.4 );
AddColumn( Cum(S4)/Cum(N1), "120 day % chg", 1.4 );
AddTextColumn( "*****", "*****", 1.0 );
AddColumn( Cum(N2), "Number", 1.4 );
AddColumn( Cum(W1)/Cum(N2), "5 day % chg", 1.4 );
AddColumn( Cum(W2)/Cum(N2), "21 day & chg", 1.4 );
AddColumn( Cum(W3)/Cum(N2), "60 day % chg", 1.4 );
AddColumn( Cum(W4)/Cum(N2), "120 day % chg", 1.4 );
AEO 2/21/2008 3487 278 0.0114 0.0491 0.13
0.3034 ***** 206 0.0017 0.0388
ANN 2/21/2008 4224 286 0.0002 0.0009 0.0334
0.0624 ***** 286 0.0089 0.0321
APSG 2/21/2008 3753 185 0.0041 0.01 0.0263
0.1658 ***** 226 0.0084 0.0147
