Bob: Here's an attempt at a rising QRS scan:
output = "qrsup.lst";
input="canslim.lst";
issuetype common;
Daystoload = 300;
integer i;
float qrsup;
//QRS was higher at least 10 weeks during past three months
qrsup:=0;
for i = 0 to -55 step -5 do
if qrs(i)>qrs(i-5) then
qrsup:=qrsup + 1; //need at least 10 out of 12
endif;
next i;
if qrsup >= 8 then
println symbol:-6," QRSUP: ", qrsup:-3, ","," Close: ", close(0):-6:3, ",", " Up/Down: ", close(0)-close(-1):4:3, ","," Volume: ", vol(0):-10, ",", " QRS: ", QRS(0):2, ","," Sharesfloat: ", Sharesfloat:6:3, ", ",Description:-12;
endif;
***************************************
To test how well it does, I created another version of it for back-testing 10 days:
output = "qrsup.lst";
input="commplus.lst";
issuetype common;
Daystoload = 300;
integer i;
float qrsup;
//QRS was higher at least 10 weeks during past three months
qrsup:=0;
for i = 0 to -55 step -5 do
if qrs(i-10)>qrs(i-15) then
qrsup:=qrsup + 1; //need at least 10
endif;
next i;
if qrsup >= 10 then
println symbol:-6," QRSUP: ", qrsup:-3, ","," Close: ", close(0):-6:3, ",", " Up/Down: ", close(0)-close(-1):4:3, ","," Volume: ", vol(0):-10, ",", " QRS: ", QRS(0):2, ","," Sharesfloat: ", Sharesfloat:6:3, ", ",Description:-12;
endif;
*****************************
Ten days ago, the scan would have found 26 stocks, and here's how well they would have performed:
10 day performance. Created 04/07/1998
Percent Price 04/06/98 03/23/98
Change Change Price Price
1 OBJS OBJECTSHARE INC 43.836 1.000 3.28 2.28
2 SDLI SDL INC 15.957 3.750 27.25 23.50
3 FTE FRANCE TELECOM 12.766 6.375 56.31 49.94
4 CSCQ CORRECTIONAL SVCS CORP 11.017 1.625 16.38 14.75
5 USL U S LIQUIDS INC 10.526 2.000 21.00 19.00
6 GCABY GENERAL CABLE PLC 8.911 1.125 13.75 12.62
7 ITX INTL TECHNOLOGY CORP 5.882 0.562 10.12 9.56
8 MOVI MOVIE GALLERY INC 5.785 0.438 8.00 7.56
9 VCD VALUE CITY DEPT STORES INC 5.469 0.875 16.88 16.00
10 ACXM ACXIOM CORP 4.582 1.062 24.25 23.19
11 FRND FRIENDLY ICE CREAM CORP NEW 4.375 0.875 20.88 20.00
12 OSIX OUTSOURCE INTL INC 2.907 0.625 22.12 21.50
13 TACO TACO CABANA INC 2.752 0.188 7.00 6.81
14 MELI MELITA INTL CORP 2.000 0.375 19.12 18.75
15 PRXM PROXIMA CORP 0.581 0.062 10.81 10.75
16 XO 360 COMMUNICATIONS CO 0.198 0.062 31.56 31.50
17 TSG SABRE GROUP HLDGS INC 0.173 0.062 36.12 36.06
18 LNDC LANDEC CORP 0.000 0.000 7.00 7.00
19 PRZM PRISM SOLUTIONS INC -2.083 -0.125 5.88 6.00
20 QUIK QUIKSILVER INC -2.373 -0.875 36.00 36.88
21 STAR LONE STAR STEAKHOUSE SALOON -2.849 -0.625 21.31 21.94
22 CLFY CLARIFY INC -5.217 -0.750 13.62 14.38
23 CHA CHAMPION INTL CORP -6.423 -3.625 52.81 56.44
24 RAYS SUNGLASS HUT INTL INC -8.235 -0.875 9.75 10.62
25 RTWI RTW INC -13.725 -1.312 8.25 9.56
26 TESI TANGRAM ENTERPRISE SOLUTIONS -21.875 -1.750 6.25 8.00
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