Hi Brook,
"Here it is: A much shortened formula for slope of dahl that allows you to put in any period you want:"
What an excellant scan! I was playing with it a bit... When I run the scan, all of the stocks print out with their slopes. How would I filter for a particular value of the slope?
Thank you,
-- Gt --
P.S. I have modified your scan to adjust for a particular slop output... Here it is in case someone else is interested...:
output = "dalslope.lst";
issuetype common;
Daystoload = 500;
float f, q, dahl, dahla, dahlb, dalslope, Sxy, Sy;
integer S, Sx, Sxx, i, j, r;
S := 13; //S is the number of days for the slope
f:=0;
q:=0;
for j=0 to -(S-1) step -1
do
f := f + (MovAvg(j,50,cl)- MovAvg(j-15,50,cl)); //f + MovAvg(j,50,cl);
next j;
q:=0;
for r=0 to -(S-1) step -1
do
q := q+(r*(MovAvg(r,50,cl)-MovAvg(r-15,50,cl)));
next r;
Sx := 0;
Sxx := 0;
//Sxy := 0;
//Sy := 0;
for i = 1 - S to 0 do
Sx := Sx + i;
Sy := f;
Sxx := Sxx + i*i;
Sxy := q;
next i;
dalslope := (S*Sxy - Sx*Sy)/(S*Sxx - Sx*Sx);
If dalslope > 0.25 AND //Defining a particular slope.
dalslope < 0.50 Then
println symbol,",",close(0):8:2,",",dalslope:8:4;
EndIf; |
