Alice, What you are looking for is "Rolling Stocks". I put a post on this some time ago but didn't get any answers. You migh try this as a starter and modify or expand to your needs. Let me know if you develop anything that really works: per=5; P=Cum(PeakBars(H,per)==0); T=Cum(TroughBars(L,per)==0); Dif =(P-T)/P*100; AddColumn(P,"# of Peaks",1.0); AddColumn(T,"# of Troughs",1.0); AddColumn(Dif,"Dif P&T ",1.0); //AddTextColumn(WriteIf(Column0!=Column1,"Dif","")," * "); Filter = C <25 AND C >2 AND Volume > 100000 AND C> Ref(C,-1); Dick H.
--- In [email protected], "a_chaabo" <[EMAIL PROTECTED]> wrote: > > I'm trying out a trading strategy that buys and sells when the price > moves around key moving averages. For example, buy when the price > closes above the SMA(20) *AND* the SMA(20) is visibly rising. > > On symbols that move up and down a lot - eg: Daily GBPUSD - this > looks by eye to be very proifitable. The price has to go either up or > down from the SMA itself, and there are good swings above/below the > SMA(20). > > My question is this: I'm trying to find the best performing symbols > from my database that move up and down regularly by a large amount. > > Does anyone have any ideas on how to write a scan / exploration for > this - and rank symbols that move up/down? I tried 52week high = 3x > 52 week low, but what I'm looking for is regular (or as regular as > possible) cycles up and down. > > Thanks, alice >
