Lọc cổ phiếu bằng Trend exploration ( ambi )

Cách lọc cổ phiếu :

Kết quả :

 

Code :

//------------------------------------------------------------------------------
//
//  Formula Name:    Trend exploration with multiple timeframes
//  Author/Uploader: Marcus Davidsson 
//  E-mail:          davidsson_marcus@hotmail.com
//  Date/Time Added: 2006-09-30 20:31:21
//  Origin:          
//  Keywords:        exploration, trend, moving average
//  Level:           medium
//  Flags:           exploration
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=724
//  Details URL:     http://www.amibroker.com/library/detail.php?id=724
//
//------------------------------------------------------------------------------
//
//  I started experimenting with Tradestations Radarscreen
//
//  when it struck me that Amibroker have the same function "Exploration" but
//  100000$ much cheaper.
//
//  The formula is quite simple just load it in to Amibroker
//
//  and go to automatic analysis and push explore.
//
//  The formula will scan multiple moving averages and draw conclusions
//  regarding overall trend phase, strenght etc. Enjoy!
//
//------------------------------------------------------------------------------

/*Use daily data! You could use data with
higher time resolution but then you have
to include a timeframe parameters
since 10 periods will become
10 minutes (if you have one Minute data)*/ 

//////////////////////////////////////////////////////////////

Filter = 1; // all symbols and quotes accepted.
DTL=140; // DTL = Define Trend Long
DTM=60; // DTM = Define Trend Medium
DTS=8;  // DTS = Define Trend Short

//////////////////////////////////////////////////////////////

TL=LinRegSlope(MA(C, DTL),2);  // TL = Trend Long
TM=LinRegSlope(MA(C, DTM),2);  // TM = Trend Medium
TS=LinRegSlope(MA(C, DTS),2);  // TS = Trend Short

TLL=IIf(LinRegSlope(MA(C, DTL),2) > 0,True, False);  
TMM=IIf(LinRegSlope(MA(C, DTM),2) > 0,True, False);  
TSS=IIf(LinRegSlope(MA(C, DTS),2) > 0,True, False);  

TLLL= 
WriteIf(TL>0 AND TL<0.3,"+",
WriteIf(TL>=0.3 AND TL<0.6 ,"+ +", 
WriteIf(TL>=0.6,"+ + +", 
WriteIf(TL<0 AND TL>-0.3,"-",
WriteIf(TL<=-0.3 AND TL>-0.6 ,"- -",
WriteIf(TL<=-0.6,"- - -",""))))));  

TMMM=
WriteIf(TM>0 AND TM<0.3,"+",
WriteIf(TM>=0.3 AND TM<0.6 ,"+ +",
WriteIf(TM>=0.6,"+ + +",
WriteIf(TM<0 AND TM>-0.3,"-",
WriteIf(TM<=-0.3 AND TM>-0.6 ,"- -",
WriteIf(TM<=-0.6,"- - -",""))))));  

TSSS=
WriteIf(TS>0 AND TS<0.3,"+",
WriteIf(TS>=0.3 AND TS<0.6 ,"+ +",
WriteIf(TS>=0.6,"+ + +",
WriteIf(TS<0 AND TS>-0.3,"-",
WriteIf(TS<=-0.3 AND TS>-0.6 ,"- -",
WriteIf(TS<=-0.6,"- - -",""))))));  

//////////////////////////////////////////////////////////////

AddTextColumn( TLLL, "MA"+-DTL, 1 , colorDefault,
IIf( TLL==True, colorGreen, colorRed ),-1 );
AddTextColumn( TMMM, "MA"+-DTM, 1 , colorDefault,
IIf( TMM==True, colorGreen, colorRed ),-1 );
AddTextColumn( TSSS, "MA"+-DTS, 1 , colorDefault,
IIf( TSS==True, colorGreen, colorRed ),-1 );

//////////////////////////////////////////////////////////////
message=
WriteIf(TL>=0.3 AND TM>=0.3 AND
TS>=0.3, "Strong Up Trend",
WriteIf(TL<=-0.3 AND TM<=-0.3 AND
TS<=-0.3, "Strong Down Trend",
WriteIf(TLL==True AND TMM==True AND
TSS==True,"Up Trend",
WriteIf(TLL==False AND TMM==False AND
TSS==False,"Down Trend", "No Trend"))));


AddTextColumn( message, "Overall Trend", 1 , 
colorDefault,IIf(TLL==True AND TMM==True AND
TSS==True, colorGreen, 
IIf(TLL==False AND TMM==False AND
TSS==False, colorRed, colorDefault )),-1 );

//////////////////////////////////////////////////////////////

x = IIf(Cross(LinRegSlope(MA(C, DTL),2),0) OR
Cross(0, LinRegSlope(MA(C, DTL),2) ), True, False); 
y = BarIndex()-ValueWhen(x==True, BarIndex(),1); 

Phase=WriteIf(Y>=400,"Mature",WriteIf(Y>100 AND
Y<400, "Progress", WriteIf(Y<=100, "Initial", "")));
//AddColumn( y, "Trend Phase", 1 , colorDefault,  -1);
AddTextColumn( Phase, "Trend Phase", 1 , colorDefault,  -1);

//////////////////////////////////////////////////////////////
Comments=
WriteIf(Y>=400,"Mature trend with risk of bubble",
WriteIf(y<400 AND TLL==True AND TMM==True AND TSS==True,
"Keep on coming baby $",
WriteIf(y<15 AND TLL==True AND TMM==True AND TSS==True OR
TLL==False AND TMM==False AND TSS==False,
"Are you going to grow up and become a big boy?",
WriteIf(y<400 AND TLL==False AND TMM==False AND TSS==False,
"Keep on coming baby $$",
WriteIf(TLL==True AND TMM==True AND TSS==False OR 
TLL==False AND TMM==False AND TSS==True,
"Risk for short term reversal",
WriteIf(TLL==True AND TMM==False AND TSS==True OR
TLL==False AND TMM==True AND TSS==False,
"trading range-avoid",
"live to trade another day")))))); 
   
AddTextColumn( Comments, "Comments", 1 ,
colorDefault,colorDefault,-1 );


//////////////////////////////////////////////////////////////