StockFetcher Forums · Filter Exchange · Count days close above open and display move as a %<< 1 2 >>Post Follow-up
quicktrades
21 posts
msg #60992
Ignore quicktrades
modified
4/2/2008 3:59:37 PM

Looking for a way to count the number of days the close is above the open over a 90 day period and display the average gain as a %. Trying to find stocks that move the farthest on up days. Anyone have any ideas?

rtucker
318 posts
msg #61026
Ignore rtucker
modified
4/2/2008 10:28:51 PM

Try this out

Fetcher[set{up_days, count(close is above open,1)}
set{up_day_count, sum(up_days,90)}
set{up_day_gain, count(day change is above 0,1) + day change}
set{total_percent_up, sum(up_day_gain,90)}
set{avg_day_gain, total_percent_up / up_day_count}
add column up_day_count
add column total_percent_up
add column avg_day_gain
draw day change
close > 10
avg vol(90) > 1000000
]



Search on "cegis Totalwhites" for where i got
this idea. I like this type of display also. Its late, so check for accuracy and post any improvements etc... . As you will read from Cegis it works well for volume too.



rtucker
318 posts
msg #61027
Ignore rtucker
4/3/2008 12:26:50 AM

set{up_day_gain, count(day change is above 0,1) + day change}
set{total_percent_up, sum(up_day_gain,90)}

total_percent_up is wrong in the above filter. Decrease the days from 90 to 10 and check citigroup "C" . Posted it prematurely. Count evaluates to 1 when day change is above 0. Adding day change to it aint the right thing to do. I'll look at this but any help WBA.

quicktrades
21 posts
msg #61028
Ignore quicktrades
4/3/2008 2:22:29 AM

Just saw your post and it looks good. It will take a day or so to digest and test but it looks like you may have it. I may have a question or two about the code before I get the filter done. This will be real interesting if the filter works out and does what I want it to do.

Thank a lot.

rtucker
318 posts
msg #61030
Ignore rtucker
4/3/2008 9:21:48 AM

Fetcher[set{up_days, count(close is above open,1)}
set{up_day_count, sum(up_days,10)}
set{up_day_gain, count(day change is above 0,1) multiplied by day change}
set{total_percent_up, sum(up_day_gain,10)}
set{avg_day_gain, total_percent_up / up_day_count}
add column up_day_count
add column total_percent_up
add column avg_day_gain
draw day change
close > 10
avg vol(90) > 1000000
]



Multiplying day change by one( what the count evaluates to) seems to work better but still needs accuracy check . Off to work I go. And unfortunately it aint trading. ( or maybe thats a blessing) Ha!

quicktrades
21 posts
msg #61041
Ignore quicktrades
modified
4/3/2008 1:22:29 PM

Filter for mass (money flow through the stock) sorted by stocks which have the best probability to move the farthest on a green day.

Fetcher[set{avg90cl, sum(close,90) / 90}
set{mass,avg90cl * average volume(90)}
add column mass
mass above 5000000

/* thanks to Tom at SF Support for below sort filter*/

set{green_days, count(close is above open,90)}
set{daily_sign, sign(close minus open) + 1}
set{day_range1,daily_sign multiplied by average day range(1)}
set{day_range2, day_range1 divided by 2.0}
set{green_day_range, sum(day_range2,90) divided by green_days}
and add column green_days
and add column green_day_range
sort column 7 descending
]



Play with the number of days to look back on and the "mass above ???" to suit your needs.

quicktrades
21 posts
msg #61057
Ignore quicktrades
modified
4/3/2008 9:16:09 PM

Had a little time to play with it and it's not quite there yet. Need to tweak both suggestions and see which works better.

rtucker if you see something with Tom's filter that sheds any light with you let me know. I searched totalwhites and found your post from a while back but nothing else and nothing on the web either.

rtucker
318 posts
msg #61060
Ignore rtucker
4/3/2008 9:34:41 PM

http://beta.stockfetcher.com/sfforums/?q=view&fid=1001&tid=32555&qrid=&isiframe=


Qicktrades, this was the "cegis" post. Dont know if there's any further info here. I will check the filter I posted this weekend. Not a great SF coder but I think I can find out why its not accurate.


quicktrades
21 posts
msg #61061
Ignore quicktrades
4/3/2008 9:49:49 PM

OK, looks like Tom's filter is measuring gaps, I think.

quicktrades
21 posts
msg #61062
Ignore quicktrades
4/3/2008 9:55:51 PM

rtucker, your filter returns nearly the same as Tom's. They seem to be looking for gap up's. Run it and sort green_day_range descending and look at the top results.

StockFetcher Forums · Filter Exchange · Count days close above open and display move as a %<< 1 2 >>Post Follow-up

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