Experimental Breakout Scan
Crude and Touchy but shows some good hits.
// Price Ceiling
PriceCeil = (Close <= 15);
// Volume Boolean Signal
period = Param("Period", 5, 1);
prev5daysAvg = MA(Ref(Volume, -1), period);
V2 = (ROC(Volume,3) >= 0);
VolMA = (MA(Volume,10) < MA(Volume,2));
VolumeTrigger = V2 AND VolMA AND (Volume >= prev5daysAvg) AND (Volume >= 50000);
// ADX Boolean Signal
PShort = 4;
AProxTrigger = (ROC(PDI(PShort),1) >= 0) AND (PDI(Pshort) > MDI(Pshort));
// TRIX Boolean Signal
Tperiods = 4;
TDEMAPeriods = 10;
TrixTrigger = (Trix(Tperiods) >= DEMA(Trix(Tperiods),TDEMAPeriods));
// CCI Boolean Signal
Ctol = 25;
CCITrigger = (CCI(14)-CCI(6) <= Ctol);
// AccDist Boolean Signal
AccDistTrigger = (ROC(AccDist(),1) >= 0);
// RSI Boolean Signal
RSITrigger = (ROC(RSI(3),1) > 0) AND (RSI(3) >= 50);
// STO Boolean Signal
STOTrigger = (StochK(14,3) >= StochD(14,3));
// MACD Boolean Signal
MACDTrigger = (Ref(MACD(9,12),-1) <= MACD(9,12)) AND (ROC(MACD(9,12),2) > 0);
// SAR Boolean Signal
SarTrigger = (SAR(0.02, 0.2) < C);
// Setup Buy/Sell Signals
Buy = TrixTrigger AND VolumeTrigger AND MACDTrigger AND AProxTrigger AND SarTrigger ;
Sell = 0;
