New Members: Be sure to confirm your email address by clicking on the link that was sent to your email inbox. You will not be able to post messages until you click that link.

New User code

Am new to Stock Charts. I have written a few strategies with Ami Broker, but would like to know how to write the following code
1- yesterday's low to be 3% below the yesterdays close, so a sell off
2-RSI(2) to have stayed below RSI(10) for 3 consecutive days

Also, is there a way to scan for Historical Volatility. So i would like the HV100 to be greater than 30 over the past year.



  • markdmarkd mod
    edited July 2015
    Try this for the first part.

    [group is sp500]

    and [1 day ago low < 1 day ago close * 0.97]

    and [max(3, rsi(2)) < min(3,rsi(10))]

    I don't see a Historical Volatility indicator on the Technical Indicator drop down list on the advanced scan page. Maybe someone knows a good substitute?
  • Markd
    I wrote it in Ami Broker as
    HV= StDev(log(c/ref(c,-1)),100)*(252^.5)*100;
    And then write hv > 30 for example

    One more question. If i wanted the code for the RSI breaking above 10 after being under it for 3 days, how do i write that.

    Thanks for taking your time to answer these questions, not just mine, but all the others too. Appreciate it

  • It appears the SC scan engine is not as sophisticated (but probably easier to learn for the non-programmer, I'm guessing).

    To check for the crossover, just move the "under" condition back a day.

    and [1 day ago max(3, rsi(2)) < 1 day ago min(3,rsi(10))]
    and [rsi(2) x rsi(10)]

    Thanks for the kind words. I learn from it, too. People have interesting ideas.
Sign In or Register to comment.