Hy Pud,
Have a safe holiday and great new year!
Lastely I have been doing a prescreen for for partial gap ups, with a crossover of the i period OBV greater than the 14 day simple moving average of the 1 day obc. Then I add a second screen for ascenting triangle if I get too many stocks.
Partial Gap Up: (slightly modified)
open>ref(close, -1) and open < ref(high, -1) and low > ref(low, -1) and high>ref(high, -1) and obv(1)>ma(14,s, obv(1))
The ascending triangle (again slightly modified) is basically the following:
open>ref(close-1) and low>ref(low,-1) and low>ref(low, -1) and high>=ref(high,-1), and then you repeat that for -2 and -3 days (that is, -1 is greater than -2, -2 is greater than -3), etc. If those screen out too many, then I relax the criteria and make it greater than or equal too instead of just gredater than.
Scott |
