Using this formula below which I think is 'close' to your criteria, the stock which broke their yearly high have gone on with it. (rallied on)
Originally Posted by Superboot
So considering that an entry is made next bar open after a new high(close) is established, would trades need ranking? I got 4 that met the criteria.
AZM, BCI, GRY & MCC.
What do the failed break above yearly highs look like?
Buy = V > Ref(EMA(V, 250)* 4.0, -1) AND C > Ref(HHV(C, 250), -1) AND
ROC(EMA(Close, 5)*0.2, -1) AND MA(C*V, 50) > 5000;