Ray,
Not sure about VIFL, today was nice but wouldn't most candlers call 11/20 a Bozu?
I gave your scan two shots: As written, even adding AvgVol(0, -7) > 100 [in lieu of PE], got mostly 0 vol days, with a fair # marching up rather than down.
For the final shot, I picked all 8 black and back tested 10 days as below.
-----------------------------------
input = "common.lst";
output = "8-10blk.lst";
If Close(-10) < Open(-10) and Close(-11) < Open(-11) and
Close(-12) < Open(-12) and Close(-13) < Open(-13) and
Close(-14) < Open(-14) and Close(-15) < Open(-15) and
Close(-16) < Open(-16) and Close(-17) < Open(-17) and
AvgVol(-10,-17)> 20 then
println symbol:-10,",",close(-17)-close(-10),",",close(-10)-close(0);
endif;
----------------------------
Got only twenty hits; 13 winners to 6 losers not too exciting IMO.
---------------------------------
AGAM ,0.875,0.5625
ATAC ,2.5,-0.75
CPRD ,3.375,4.6875
CREE ,4.0625,-0.875
DLBI ,1.75,1.25
FLC ,4.625,1.25
GDP ,0.25,0.0625
GW ,0.875,2
HLYW ,1.5,2
HWYM ,0.625,0.75
MSX ,2.8125,-0.8125
NOI ,5.25,5
NVB ,1.625,1.0625
OMGA ,2.75,-1.5
OMM ,1.625,0
QUAL ,0.5625,1
RB ,5.5,0.9375
TELC ,5.125,-1
TMAR ,5.28125,4.3125
UDI ,2.4375,-1.875
----------------------------------
Adding the logic to allow all but the two whites would certainly be challenging, but I can't see that one should expect a better batting average. -Bob
-Bob |
