OK, Dave, here ya go. I stripped some of the code out but you will still have to deal with some foo foo, lol. sorry. there is some backtest stuff in there too.
I'm sure Paul could reduce it to 1 or 2 lines...>g<
you can change some of the variables in it as mbase, mtop and mbot to your liking and maybe some of the buyouts will disappear.
bdog
//htf v1.0 by bdog 06/28/99
output="htf.lst";
exchange=AMEX,NASDAQ,NYSE;
issuetype=common;
input="common.lst";
//daystoload=250;
//daysrequired=250;
integer md1,mbtest,mstart,mstop,mresult,mhit,mpaste,m5gain,mloss,mbase;
float mtop,mbot;
md1:=0;
mbase:=-10;
mtop:=1.05;
mbot:=.95;
//mbtest 0 daily ,1 backtest, 2 detail btest, 3 ss anayl btest
mbtest:=0; //backtest
mstart:=-10; //-19=last 20 trade days
mstop:=-5;
// test for daily
if mbtest=0 then
mstart:=0;
mstop:=0;
endif;
for md1 = mstart to mstop step 1 do
//backtest variables
mhit:=0;
// double
if max(md1,md1-21,hi)>= 2*min(md1-22,md1-60,lo) then
//htf
if close(md1) <=mtop*max(md1-1,mbase,hi) then
if close(md1) >=mbot*max(md1-1,mbase,hi) then
if close(md1) <=mtop*min(md1-1,mbase,lo) then
if close(md1) >=mbot*min(md1-1,mbase,lo) then
//prescan req
//if emovavg(md1,20,vol)>25000 then
//if Sharesfloat < 20 then
//if close(md1) >= 1.5 then
//if close(md1)<=5 then
//for spreadsheet analysis, close is at signal day
if mbtest = 3 then
println symbol,",",close(md1),",",mresult,",",mhit,",",m5gain,",",mloss;
endif;
//use for backtest printout
if mbtest = 2 then
println "symbol":-8,"dayX":15;
println "************************************************************************************";
println;
endif;
if mbtest =1 then
println symbol:-8,date(md1+1):10,open(md1+1):8:3,open(md1+4):8:3,
(open(md1+4)-open(md1+1))/open(md1+1):8:2;
endif;
if mbtest =0 then
println symbol:-8,close(md1):8:3;
endif;
endif;endif;endif;endif;endif;
//endif;endif;endif;endif;endif;
//endif;endif;endif;endif;endif;
//endif;//endif;endif;endif;endif;
next md1; |
