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Profile: sambro
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User Name: sambro
Groups: Gold User, Member, Platinum User, TeleChart
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Statistics
Joined: Thursday, August 31, 2006
Last Visit: Monday, November 28, 2011 9:52:53 AM
Number of Posts: 8
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Last 10 Posts
Topic: Scanning the Market (Day trading way)
Posted: Monday, December 28, 2009 10:23:09 PM

Dear Bruce

 

We appreciate your hard work and commitment to your customers.

You are the main reason for using SF4

 

I am looking for a scan that does the followings for SF4

 

  • Prices are rising for couple of days (higher highs and higher lows) and the 20 or 50 day moving average is also rising at the same time.
  • Then prices pulled back: prices fall back to the moving average after breaking above it and consolidate for 2 or more days on the rising moving average.
  • During the consolidation, the stochastic index must be oversold (see below for settings). That is, consolidation and stochastic oversold happen together.
  • There is volume spike (1.5 times 50-day moving average of volume) when prices breakout to the upside after consolidation.

 

Stochastic settings;

Stochastic period - 21 days

%K slowing periods - 3 days

%D - 5 days

All are simple moving averages

Overbought level - 80%

Oversold level - 20%

 

Thanks for your help and time

 

Sincerely

 

Sambro

 

Topic: Scanning the Market (Day trading way)
Posted: Monday, December 28, 2009 2:32:31 PM

Dear Bruce

 

We appreciate your hard work and commitment to your customers.

You are the main reason for using SF4 or SF beta 5

 

I am looking for a scan that does the followings

 

  • Prices are rising for couple of days (higher highs and higher lows)
  • The 20 or 50 day moving average is also rising
  • Then prices pulled back to the rising moving average for two or more days
  • Stochastic is then oversold
  • Then there is a spike in volume such as 1.5 times 50-day moving average of volume

 

 

Thanks for your help and time

 

Sincerely

 

Sambro

Topic: TRend Up Or Down >????????????
Posted: Monday, December 28, 2009 8:25:31 AM

Dear Bruce

 

We appreciate your hard work and commitment to your customers.

You are the main reason for using SF4 or SF beta 5

 

I am looking for a scan that does the followings

 

  • Prices are rising for couple of days (higher highs and higher lows)
  • The 20 or 50 day moving average is also rising
  • Then prices pulled back to the rising moving average for two or more days
  • Stochastic is then oversold
  • Then there is a spike in volume such as 1.5 times 50-day moving average of volume

 

 

Thanks for your help and time

 

Sincerely

 

Sambro

 

Topic: Regression Channel edit
Posted: Tuesday, November 10, 2009 1:49:45 PM
Hi Bruce

The answer to your questions are marked in red

Last hour close above 21 period simple moving average (Weight=10)

Is the 21-Period Simple Moving Average also being calculated on 1-Hour Bars? (YES)

QUOTE (sambro)
New 3 day high (Weight=15)

Does the current hour need to be forming a new 3-Day High or just the current Day? Are these Calendar Days where you are comparing the current Date to the previous 2-Dates or are they rolling 6.5-Trading Hour Periods where you are comparing the last 6.5-Trading Hours to the previous 13-Trading Hours?

Just the highest high in three calender days such as price.maxhigh(3)

QUOTE (sambro)
Last price above 21 day simple moving average (Weight=20)

Is this on a 1-Day Time Frame? (yes)

QUOTE (sambro)
New 3 week high (Weight=25)

Does the current hour need to be forming a new 3-Week High or just the current Week? Are these Calendar Weeks where you are comparing the current Monday through Friday to the previous 2-Calendar Weeks or are they rolling 32.5-Trading Hour Periods where you are comparing the last 32.5-Trading Hours to the previous 65-Trading Hours?

Just the highest highest high in three calender weeks

QUOTE (sambro)
New 3 month high (Weight =30)

Does the current hour need to be forming a new 3-Month High or just the current Month? Are these Calendar Months where you are comparing the current 1st through 31st period to the previous 2-Calendar Months or are they rolling 136.5-Trading Hour Periods where you are comparing the last 32.5-Trading Hours to the previous 273-Trading Hours?

Just the highest highest high in three calender months


Topic: Regression Channel edit
Posted: Monday, November 9, 2009 10:25:39 PM

Dear, Bruce.

 

I am still very new to SF and still learning how to program it

 

I would appreciate if you would write a RealCode program to do the following:

 The weights given to the importance of each bullet below are enclosed in the bracket. They should sum to 100.

 

  • Last hour close above 21 period simple moving average (Weight=10)
  • New 3 day high (Weight=15)
  • Last price above 21 day simple moving average (Weight=20)
  • New 3 week high (Weight=25)
  • New 3 month high (Weight =30)

 

Thanks in advance

 

Sincerely

 

 Sam Biragbara

Topic: Needs correlation coefficient function
Posted: Monday, October 12, 2009 9:24:03 PM
Hi Almighty Bruce

I am new to SF4 and I have been reading your great work

Please help me out

I badly need a realcode for correlation coefficien function. I was surprise that a good program such as SF4 does not come canned with correlation coefficient function.

I trust you and believe that you will help me out

Regards
Sam
Topic: Correlation Coefficient/Function?
Posted: Monday, October 12, 2009 9:22:46 PM
Hi Almighty Bruce

I am new to SF4 and I have been reading your great work

Please help me out

I badly need a realcode for correlation coefficien function. I was surprise that a good program such as SF4 does not come canned with correlation coefficient function.

I trust you and believe that you will help me out

Regards
Sambro