// Downloaded From https://www.WiseStockTrader.com // Dave Landry Pullback Scan. // Coded by Dennis Skoblar 6/8/2005. // As adapted by "Dave Landry On Swing Trading" and "Dave Landry's 10 Best Swing Trading Patterns And Strategies". // Special "Thank You" to Dave Landry, the Yahoo Groups Amibroker Club and the Amibroker Support Staff for thier help. // // This is best used as an Exploration, all the ColumnNames can be seen and used as filters. // Drop the "Tools" drop down menu in the Formula Editor containing this code and toggle the "Apply Indicator" to get the chart layout displayed. // Best used against a black background. //======================= Variables ================================================================================================================== // 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)); //=================== End Variables ================================================================================================================= //=================== 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" ); //==================== End Columns =================================================================================================================== //==================== Filter and Buy/Sell criteria ================================================================================================== // 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; //==================== End Filter and Buy/Sell criteria ============================================================================================= //======================= 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", colorYellow ), styleBar | 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(); // Add 50 Day Historical Volotility and 10/20 filter as a different screen, just cut and paste each one to a separate Formula Editor Sceen and save them under // Custom Indicators...then drop them into the main screen. // 50 day historical volotility // _SECTION_BEGIN("HV50"); // HV50 = round(StDev(log(C/Ref(C,-1)),50)*100*sqrt(256)); // Plot(HV50,"HV50",colorYellow,styleLine); // _SECTION_END(); // 10/20 filter // _SECTION_BEGIN("TenTwentyValue"); // TenTwentyValue = HHV(H,20)-LLV(L,20); // Plot(TenTwentyValue,"10/20 Value",colorRed,styleLine); // _SECTION_END(); //======================= End Chart Layout ===========================================================================================================