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Trend Exploration: Count Number of New Highs for Amibroker (AFL)
Rating:
3 / 5 (Votes 2)
Tags:
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
Copy & Paste Friendly
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 );0 comments
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