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csbro  
#1 Posted : Friday, June 30, 2017 2:37:29 PM(UTC)
csbro

Rank: Advanced Member

Groups: Registered, Registered Users, Unverified Users
Joined: 12/7/2006(UTC)
Posts: 35

I would like to convert this formula to a weekly formula for use as a Bulkowski “pipes” type exploration.

As is, it returns “pipes” formations on a daily basis.

Col A: Week1     ATR(1)>ATR(7)*1.5         

Col B: Week2     Ref(ATR(1),-1)>ATR(8)*1.5          

Col C: RevPoint If(L<LLV(Ref(L,-2),25), 1,  0)         

Col D: +-.24         Ref(L,-1)>L -.24 AND Ref(L,-1)<L +.24      

Col E: Volume    V> Mov(V, 25, E) OR Ref(V,-1)>Mov(V,25,E)         

Col F: Lower1/3 If((((HHV(H, 250)-LLV(L, 250))*.333)+LLV(L,250))-C>0 AND C<Mov(C,50,E),1,0)     

Col G: .65%         H>(Ref(H-L,-1)*.65)+Ref(L,-1)     

Col H: Spike        ATR(2)/ATR(52) 

Filter      colA AND colB AND colC AND colD AND colE AND colG AND colH>4            

Filter enabled    Yes         

Periodicity           Weekly 

Records required             4000

mstt  
#2 Posted : Friday, June 30, 2017 9:42:59 PM(UTC)
mstt

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Joined: 7/25/2005(UTC)
Posts: 1,042

Was thanked: 57 time(s) in 54 post(s)

Hi csbro I'm probably missing something but it appears to me that you already have a weekly exploration (weekly periodicity for the exploration). The records required (4000) seems rather excessive given that 4000 weekly bars requires 20,000 daily bars. If you're looking for an indicator that plots a weekly result on daily (or weekly) data then my Multi-Frame format could possibly provide a solution. However I'd need a clearer explanation of exactly what you want before committing to creating any new code. My email is rlarsen@quik.co.nz. Roy

Edited by user Friday, June 30, 2017 9:44:07 PM(UTC)  | Reason: Not specified

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