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Julian Cohen wrote:I haven’t had a chance to test this yet but it could be worth looking at as a different Index Filter
i think this will be the code for it
Code:_SECTION_BEGIN(“Historical Database Testing”);
//=================================================================================================
//Historical database testing
//=================================================================================================
ASXList = ParamList(“ASX Historical Watchlist:”,”1: Off|2: ASX 20|3: ASX 50|4: ASX 100|5: ASX 200|6: ASX 300|7: ASX All Ordinaries|8: ASX Small Ordinaries|9: ASX Emerging Companies|10: Excluding ASX 300″,0);if(ASXList == “1: Off”) HistDB = 1;
if(ASXList == “2: ASX 20”) HistDB = IsIndexConstituent(“$XTL”);
if(ASXList == “3: ASX 50”) HistDB = IsIndexConstituent(“$XFL”);
if(ASXList == “4: ASX 100”) HistDB = IsIndexConstituent(“$XTO”);
if(ASXList == “5: ASX 200”) HistDB = IsIndexConstituent(“$XJO”);
if(ASXList == “6: ASX 300”) HistDB = IsIndexConstituent(“$XKO”);
if(ASXList == “7: ASX All Ordinaries”) HistDB = IsIndexConstituent(“$XAO”);
if(ASXList == “8: ASX Small Ordinaries”) HistDB = IsIndexConstituent(“$XSO”);
if(ASXList == “9: ASX Emerging Companies”) HistDB = IsIndexConstituent(“$XEC”);
if(ASXList == “10: Excluding ASX 300”) HistDB = IsIndexConstituent(“$XKO”)==0;//————————————————————————————————-
USList = ParamList(“US Historical Watchlist:”,”1: Off|2: Russell 1000|3: Russell 2000|4: Russell 3000|5: NASDAQ 100|6: Dow Jones Industrial Average|7: S&P 500|8: S&P 100|9: S&P MidCap 400|10: S&P SmallCap 600|11: S&P 1500|12: Russell MicroCap|13: Russell MidCap”,1);if(USList == “1: Off”) USHistDB = 1;
if(USList == “2: Russell 1000”) USHistDB = IsIndexConstituent(“$RUI”);
if(USList == “3: Russell 2000”) USHistDB = IsIndexConstituent(“$RUT”);
if(USList == “4: Russell 3000”) USHistDB = IsIndexConstituent(“$RUA”);
if(USList == “5: NASDAQ 100”) USHistDB = IsIndexConstituent(“$NDX”);
if(USList == “6: Dow Jones Industrial Average”) USHistDB = IsIndexConstituent(“$DJI”);
if(USList == “7: S&P 500”) USHistDB = IsIndexConstituent(“$SPX”);
if(USList == “8: S&P 100”) USHistDB = IsIndexConstituent(“$OEX”);
if(USList == “9: S&P MidCap 400”) USHistDB = IsIndexConstituent(“$MID”);
if(USList == “10: S&P SmallCap 600”) USHistDB = IsIndexConstituent(“$SML”);
if(USList == “11: S&P 1500”) USHistDB = IsIndexConstituent(“$SP1500”);
if(USList == “12: Russell MicroCap”) USHistDB = IsIndexConstituent(“$RUMIC”);
if(USList == “13: Russell MidCap”) USHistDB = IsIndexConstituent(“$RMC”);//————————————————————————————————-
HDBFilter = HistDB AND USHistDB;//=================================================================================================
_SECTION_END();
period = Param(“Look Back Period”,60,1,500,1);
UP30 = ROC(C,period) >= 30 AND HDBFilter;
DN30 = ROC(C,period) <= -30 AND HDBFilter; //BI = IIf(UP30,IIf(DN30,UP30/(UP30+DN30)*100,1),0); Buy = 0; Filter = 0; AddToComposite(UP30,"~~UP30","X",atcFlagDefaults ); AddToComposite(DN30,"~~DN30","X",atcFlagDefaults ); //Plot(Foreign("~~UP30","C"),"UP30",colorBlue,styleLine); //Plot(Foreign("~~DN30","C"),"DN30",colorBlue,styleLine); BI = Foreign("~~UP30","C")/(Foreign("~~UP30","C")+Foreign("~~DN30","C")) * 100; Plot(BI,"Breadth Indicator",colorBlue,styleLine); IndexFilter = Sum(BI > 75,10);
RibbonColour = IIf(IndexFilter,colorGreen,colorRed);
Plot(1,””,RibbonColour,styleArea|styleOwnScale|styleNoLabel,-0.0001,190);
what you need to do is select the filter and the lookback duration and run SCAN
this will create two tickers in the database one for the number of stocks that went up more than 30% (UP30) and the other for the number of stocks that went down by < -30% (DN30) then you can plot it
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