StockFetcher Forums · Filter Exchange · 3 days down then 1 day up<< >>Post Follow-up
dknoonan
27 posts
msg #113391
Ignore dknoonan
5/14/2013 2:47:58 PM

I have a filter for 3 days down:

high has been decreasing for the last 3 day
close has been decreasing for the last 3 days
close below open for the last 3 days

... but I would like to turn this into "3 days down, then the next day it goes above yesterday's high"

How would that be coded?

Also, on that last day, is there a way to NOT trigger if the S&P 500 closed down?

Thanks!

Kevin_in_GA
4,547 posts
msg #113398
Ignore Kevin_in_GA
5/14/2013 4:16:26 PM

I have a filter for 3 days down:

high has been decreasing for the last 3 day
close has been decreasing for the last 3 days
close below open for the last 3 days

... but I would like to turn this into "3 days down, then the next day it goes above yesterday's high"

How would that be coded?

Also, on that last day, is there a way to NOT trigger if the S&P 500 closed down?

Thanks!

++++++++++++

Fetcher[
count(high 1 day ago below high 2 days ago,3) above 2
count(close 1 day ago below close 2 days ago,3) above 2
count(close 1 day ago below open 1 day ago,3) above 2
close above high 1 day ago
ind(^SPX,close) above ind(^SPX, close) 1 day ago
]



Note that when using the actual S&P 500 index as I have done here, the filter will not return any results intraday. This is because the data for ^SPX is not updated until after the close of trading each day, so the last line in the filter will be false until the data is updated. If you want to use it intraday, just use SPY instead of ^SPX.

I would also suggest adding in volume and price constraints to narrow down the results a bit.

Kevin

dknoonan
27 posts
msg #113403
Ignore dknoonan
5/15/2013 4:24:12 AM

Kevin, thank you!

StockFetcher Forums · Filter Exchange · 3 days down then 1 day up<< >>Post Follow-up

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