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Strategies & Market Trends : The 56 Point TA; Charts With an Attitude -- Ignore unavailable to you. Want to Upgrade?


To: milesofstyles who wrote (29143)5/5/1999 7:13:00 PM
From: Craig DeHaan  Read Replies (2) | Respond to of 79230
 
Miles,
The logic is straight. But I see faulty QP output; confusion when switching from wkly to dly in same scan (as I suspected). Check your CCI req. carefully on these from 5/4/99:

AFFX,AFFYMETRIX INC OC-CAP STK,30dayvol 274230,high 2days ago,stoploss 41.125
BCOM,BANK COMM SAN DIEGO CALIF COM,30dayvol 77950,high 2days ago,stoploss 21.1875
MVIS,MICROVISION INC WASH COM,30dayvol 76766.6641,high 2days ago,stoploss 17.6875
RYL,RYLAND GROUP INC COM,30dayvol 77763.3359,high 2days ago,stoploss 26.25

Most of yesterdays 5/3 fell between coincident wkly & dly cracks. I think its a no can do in QP without a Jagownian patented 5 per lookback cumulation variable run in day mode; otherwise like trying to call multiple input/output lists.
CP



To: milesofstyles who wrote (29143)5/5/1999 9:55:00 PM
From: Bob Jagow  Read Replies (1) | Respond to of 79230
 
Now that you mention it :)
I had commented weekly; // okay?,
but needed to change the backtest logic; the quick fix which gave the following says weekly; // won't really work :)

I have appended the code -- one problem is whether QP does true weekly, another, which is probably fixable, is that day -19 will test week -19/5 => -3. How would reformulating the weekly test to a daily by
-----
set MACD = 60,130,45 and
if macd(tbar) > 0 and macd(tbar-5) > macd(tbar-10) and
macd(tbar) < macd(tbar-5) then
-----
grab you?

Bob

----
symbol,description,30dayvol,hi-2 stoploss,testdate
AMCC,APPLIED MICRO CIRCUITS CORP CDT-COM,331476.656,50.75,04/07/1999
CSGS,CSG SYS INTL INC COM,579543.312,45,04/07/1999
NEON,NEW ERA OF NETWORKS INC COM,1007683.31,78.375,04/07/1999
OSTE,OSTEOTECH INC COM,203148.328,36,04/07/1999
VRTS,VERITAS SOFTWARE CO COM,621346.688,90.125,04/07/1999
----
symbol,description,30dayvol,hi-2 stoploss,testdate
PEGS,PEGASUS SYS INC COM,224030,47.25,05/05/1999
PHCC,PRIORITY HEALTHCARE CORP CL B,148021.672,34.5,05/05/1999
RADS,RADIANT SYS INC COM,62573.332,12,05/05/1999
----
//input="comkey prescan.lst";
integer tbar;
tbar := -20;
output="elderov-20.lst";
daystoload=250-tbar; daysrequired=250-tbar;
printhdrln " symbol,description,30dayvol,hi-2 stoploss,testdate" ;
weekly; // won't really work
if macd(tbar/5) > 0 and macd(tbar/5-1) > macd(tbar/5-2) and
macd(tbar/5) < macd(tbar/5 -1) then
daily;
set stochastic=8,3,5;
if stochasticpctk(tbar-1) > 80 and stochasticpctk(tbar)<80
and cci(tbar) < cci(tbar-1) and close(tbar) > 5.00
and close(tbar) < close(tbar-1) and movavg(tbar-1,30,vol) >= 50000 then
println symbol, ",",description,",",movavg(tbar,30,vol),",",
high(tbar-1),",",date(tbar);
endif;endif;