judgetrade
107 posts
msg #98286
- Ignore judgetrade |
12/29/2010 5:42:30 AM
I put this filter in a strategy (short!), about 80% winners (3 Day hold).
Any chance this can be implemented (since the stocks are below 1?)
Thank you
Andreas
set{closeLog, close 1 day ago / close 2 days ago}
set{SDev, cstddev(closeLog,20)}
set{lengthval, 20/19}
set{rootcanal, pow(lengthval,0.5)}
set{multiplexer, SDev*rootcanal}
set{mval, SDev * close 1 day ago}
set{closeSet, close - close 1 day ago}
set{pvol, closeSet / mval}
add column pvol
pvol is above 8
price below 1
and average price (2) * average volume (2) > 200000
and average price (10) * average volume (10) > 200000
Price is above 0.1
stock is not optionable
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