StockFetcher Forums · Filter Exchange · FADING THE GAP STATISTICS FILTER<< 1 ... 14 15 16 17 18 ... 40 >>Post Follow-up
TheRumpledOne
6,362 posts
msg #58481
Ignore TheRumpledOne
12/24/2007 5:12:43 PM

welliott111

"Sure, you can add the code to do that."

I KNEW IT!!!!! WE GOT 'EM NOW!!! YEEEEHAAAA!!!!!
==================

HUH?


jimhbutton
104 posts
msg #58483
Ignore jimhbutton
12/24/2007 5:19:00 PM

luc1grunt,

Thanks luc.

I've read every post in this thread and that specific info was not covered. The function of each heading was covered (thankfully). However, the explanations of exactly what "MA" and "abs" represented was not.

TheRumpledOne
6,362 posts
msg #58486
Ignore TheRumpledOne
modified
12/24/2007 6:57:26 PM

Fetcher[
set{Xgapped, open - close 1 day ago}
set{absgap, abs(Xgapped)}
add column cma(absgap, 100)
symlist(aapl)
]



Xgapped is OPEN MINUS CLOSE 1 DAY AGO.

absgap is the ABSOLUTE VALUE OF OPEN MINUS CLOSE 1 DAY AGO.

cma(absgap, 100) is the AVERAGE OF ABSGAP OVER THE LAST 100 DAYS.

May I suggest you read over the indicators.




jimhbutton
104 posts
msg #58494
Ignore jimhbutton
12/25/2007 1:45:07 AM

TRO,

Thanks for answering my question and for pointing me in the direction of the indicators. Hopefully, that section will cut down on the need to ask what could easily be construed as a stupid question.

I am personalizing many of your filters. Presently I am attempting to modify your gap up or down streak formula so that I can have a Close-to-High (i.e., Yesterday's Close to Today's High) streak indicator that measures potential profitability for when I hold overnight.

I'm glitching on it somewhere. Do you have a "Profit Streak" filter that fits that overnight definition (versus the typical Open-to-High measuring stick), or that can be adapted to fit that bill?

Hope your holidays are peaceful and prosperous.

jim



jimhbutton
104 posts
msg #58495
Ignore jimhbutton
12/25/2007 2:08:26 AM

I debugged the filter that I've been working on and got the following message:

"Filter Syntax checking aborted due to filter performance contraints. Due to performance issues, the Beta version of the StockFetcher Filter can not process your filter at this time. We hope to have this resolved in the future!"

That may explain the impasse that I reached.

jimhbutton
104 posts
msg #58497
Ignore jimhbutton
12/25/2007 2:24:04 AM

TRO,

After chucking a bunch of { } statements overboard -- as recommended by the debug post below that I received -- I was able to get my Close-to-High streak filter working.

"Filter Syntax checking aborted due to too many set statements. Due to performance issues, the Beta version of the StockFetcher Filter Syntax checker is unable to process filters with more than 10 set{} statements. We hope to have this resolved in the near future!"

jim

TheRumpledOne
6,362 posts
msg #58502
Ignore TheRumpledOne
modified
12/25/2007 9:58:15 AM

LOL!

The SF debugging only checks up to 10 SET STATEMENTS if I remember correctly.

You can add the statements back in now that your filter works.

Please post your filter.

jimhbutton
104 posts
msg #58536
Ignore jimhbutton
12/26/2007 6:57:51 PM

TRO,

You wrote: "The SF debugging only checks up to 10 SET STATEMENTS if I remember correctly. You can add the statements back in now that your filter works."

Thanks for that last sentence. If you didn't clue me in I would have been waiting for the upgrade till the polar caps melted.

Here's the filter that you requested:

Fetcher[/*Day-to-Day Potential Profit Streak Filter*/

Average Volume more than 100000 shares

set{P-1, high - close 1 day ago}
set{P-2, high 1 day ago - close 2 days ago}
set{P-3, high 2 days ago - close 3 days ago}
set{P-4, high 3 days ago - close 4 days ago}
set{P-5, high 4 days ago - close 5 days ago}
set{P-6, high 5 days ago - close 6 days ago}
set{P-7, high 6 days ago - close 7 days ago}
set{P-8, high 7 days ago - close 8 days ago}
set{P-9, high 8 days ago - close 9 days ago}
set{P-10, high 9 days ago - close 10 days ago}
set{P-11, high 10 days ago - close 11 days ago}
set{P-12, high 11 days ago - close 12 days ago}
set{P-13, high 12 days ago - close 13days ago}
set{P-14, high 13 days ago - close 14 days ago}
set{Avg-14, CMA(P-1, 14)}

set{P-up, count(P-1 > 0, 1)}
set{P-up-Streak, days(P-up equal 0, 100)}

set{Hi, high - open}

/* DISPLAY COLUMNS */

add column Open
add column High
add column Low
add column separator
add column Close Yesterday
add column separator
add column P-1
add column P-2
add column P-3
add column P-4
add column P-5
add column P-6
add column P-7
add column P-8
add column P-9
add column P-10
add column P-11
add column P-12
add column P-13
add column P-14
add column separator
add column Avg-14
add column separator
add column P-up-Streak

add column separator

/* SELECTION CRITERIA */

/* SORT CRITERIA */

SYMLIST(Type Specific Stocks Here)

SORT COLUMN 28 DESCENDING

/* COMMENTS: */

LAST, %Chg, Vol, OPEN, HIGH, LOW = Today's Stats

CLOSE = Yesterday's Closing Price

P-1 thru P-14 = Potential Profit (Close-to-High) starting Today (P-1) and regressing thru 14 days ago (P-14)

AvgP = Average Profit of past 14 days

p-up-streak = # of days in a row that the stock has been profitable, i.e. above zero. Note: This value can be varied by changing the zero (to .1, .2, etc.) in the following formula that was listed above, i.e., set{P-up, count(P-1 > 0, 1)} ]

Thanks for all your advice TRO.

jim



chetron
2,817 posts
msg #58545
Ignore chetron
12/26/2007 8:42:07 PM

clickable


Fetcher[

/*Day-to-Day Potential Profit Streak Filter*/

Average Volume more than 100000 shares

set{P-1, high - close 1 day ago}
set{P-2, high 1 day ago - close 2 days ago}
set{P-3, high 2 days ago - close 3 days ago}
set{P-4, high 3 days ago - close 4 days ago}
set{P-5, high 4 days ago - close 5 days ago}
set{P-6, high 5 days ago - close 6 days ago}
set{P-7, high 6 days ago - close 7 days ago}
set{P-8, high 7 days ago - close 8 days ago}
set{P-9, high 8 days ago - close 9 days ago}
set{P-10, high 9 days ago - close 10 days ago}
set{P-11, high 10 days ago - close 11 days ago}
set{P-12, high 11 days ago - close 12 days ago}
set{P-13, high 12 days ago - close 13days ago}
set{P-14, high 13 days ago - close 14 days ago}
set{Avg-14, CMA(P-1, 14)}

set{P-up, count(P-1 > 0, 1)}
set{P-up-Streak, days(P-up equal 0, 100)}

set{Hi, high - open}

/* DISPLAY COLUMNS */

add column Open
add column High
add column Low
add column separator
add column Close Yesterday
add column separator
add column P-1
add column P-2
add column P-3
add column P-4
add column P-5
add column P-6
add column P-7
add column P-8
add column P-9
add column P-10
add column P-11
add column P-12
add column P-13
add column P-14
add column separator
add column Avg-14
add column separator
add column P-up-Streak

add column separator

/* SELECTION CRITERIA */

/* SORT CRITERIA */

SYMLIST(aapl,holx,rimm,drys,bidu)

SORT COLUMN 28 DESCENDING
]




/* COMMENTS:

LAST, %Chg, Vol, OPEN, HIGH, LOW = Today's Stats

CLOSE = Yesterday's Closing Price

P-1 thru P-14 = Potential Profit (Close-to-High) starting Today (P-1) and regressing thru 14 days ago (P-14)

AvgP = Average Profit of past 14 days

p-up-streak = # of days in a row that the stock has been profitable, i.e. above zero. Note: This value can be varied by changing the zero (to .1, .2, etc.) in the following formula that was listed above, i.e., set{P-up, count(P-1 > 0, 1)}
*/


TheRumpledOne
6,362 posts
msg #58550
Ignore TheRumpledOne
modified
12/27/2007 12:26:21 AM

Nice work.

Now just make AAPL juice!!

Fetcher[
/*Day-to-Day Potential Profit Streak Filter*/

Average Volume more than 100000 shares

set{P-1, high - close 1 day ago}
set{P-2, high 1 day ago - close 2 days ago}
set{P-3, high 2 days ago - close 3 days ago}
set{P-4, high 3 days ago - close 4 days ago}
set{P-5, high 4 days ago - close 5 days ago}
set{P-6, high 5 days ago - close 6 days ago}
set{P-7, high 6 days ago - close 7 days ago}
set{P-8, high 7 days ago - close 8 days ago}
set{P-9, high 8 days ago - close 9 days ago}
set{P-10, high 9 days ago - close 10 days ago}
set{P-11, high 10 days ago - close 11 days ago}
set{P-12, high 11 days ago - close 12 days ago}
set{P-13, high 12 days ago - close 13days ago}
set{P-14, high 13 days ago - close 14 days ago}
set{Avg-14, CMA(P-1, 14)}

set{P-up, count(P-1 > .50, 1)}
set{P-up-Streak, days(P-up equal 0, 100)}

set{Hi, high - open}

/* DISPLAY COLUMNS */

add column Open
add column High
add column Low
add column separator
add column Close Yesterday
add column separator
add column P-1
add column P-2
add column P-3
add column P-4
add column P-5
add column P-6
add column P-7
add column P-8
add column P-9
add column P-10
add column P-11
add column P-12
add column P-13
add column P-14
add column separator
add column Avg-14
add column separator
add column P-up-Streak {.50 streak}

add column separator

/* SELECTION CRITERIA */

/* SORT CRITERIA */

SYMLIST(aapl,holx,rimm,drys,bidu)

SORT COLUMN 28 DESCENDING
]



Just made one change:

set{P-up, count(P-1 > .50, 1)}

Compare that to the original :)



StockFetcher Forums · Filter Exchange · FADING THE GAP STATISTICS FILTER<< 1 ... 14 15 16 17 18 ... 40 >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2016 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus