StockFetcher Forums · Filter Exchange · Easy way to Day-shift in existing filters?<< >>Post Follow-up
siliconhippy
37 posts
msg #33460
Ignore siliconhippy
9/30/2004 3:51:52 PM

I am looking for an easier way than full rewrite of an existing filter. What I want is my filters shifted back 1 day ...e.g.

FROM x, y, z days ago /volume/price TO x+1, y+1, z+1 days ago/volume/price.

One application of the above would be tweaking a Muddy filter (like the one below for 3 day tail), so that by adding "and close is above close 1 day ago", you get a green day after all the down days. This filter might then improve one's chances of catching a stock upside, as opposed to watching for a green the next day before entry.

Of course the next step would be to do a backward/forward for a given number of days more than 1.

Fetcher[set{x,count(volume 3 days ago above volume 4 days ago,1)*2} and set{y,count(volume 3 days ago above average volume(90),3)} and set{z,x+y} and z is above 1.1 and close 3 days ago had been decreasing over the last 3 days and average volume(90) 3 days ago is above 100000 and close 3 days ago is between 5 and 15 and low 3 days ago is below lower bollinger band(20) 3 days ago and count(close 3 days ago above open 3 days ago,3) is below 2.1 and day change has been below 0 for the last 3 days and set{a,count(volume above volume 1 day ago,1)} and set{toptail,high-open} and set{bottail,close-low} and set{taildelta,bottail-toptail} and set{b,count(taildelta is above 0,1)} and set{c,a+b} and c is above 0 and set{d,count(volume 1 day ago above volume 2 days ago,1)} and set{toptaila,high 1 day ago-open 1 day ago} and set{bottaila,close 1 day ago-low 1 day ago} and set{taildeltaa,bottaila-toptaila} and set{e,count(taildeltaa is above 0,1)} and set{f,d+e} and f is above 0 and set{g,count(volume 2 days ago above volume 3 days ago,1)} and set{toptailb,high 2 days ago-open 2 days ago} and set{bottailb,close 2 days ago-low 2 days ago} and set{taildeltab,bottailb-toptailb} and set{h,count(taildeltab is above 0,1)} and set{i,g+h} and i is above 0 ]



siliconhippy


cegis
235 posts
msg #33468
Ignore cegis
10/1/2004 8:18:09 AM

siliconhippy,

There's always the "offset 1" phrase... Does this do what you're looking for?

It'd be *really nice* if SF allowed set{} variables in the "days ago" phrase (and other places a number of days can be used)...

HTH,

C


siliconhippy
37 posts
msg #33470
Ignore siliconhippy
10/1/2004 9:19:41 PM

cegis,

I believe the "offset 1" phrase only gives you a backtest feature. What i am looking for is to shift my existing filter by 1 day in the past, and then add a phrase that will give symbols that turned turned up in the price the last day.

siliconhippy


cegis
235 posts
msg #33484
Ignore cegis
10/4/2004 1:00:10 PM

siliconhippy,

Ahhh, you want values after the shift. Now I understand...

Unfortunately, the only way I'm aware of doing that is with the "days ago" feature.

Shore would be nice if'n SF would allow the use of variables in the "days ago" phrase...

C


StockFetcher Forums · Filter Exchange · Easy way to Day-shift in existing filters?<< >>Post Follow-up

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