StockFetcher Forums · Filter Exchange · Filter variation<< >>Post Follow-up
james549
53 posts
msg #34853
Ignore james549
1/11/2005 6:17:54 PM

I'm trying to add this to a filter to have a colume showing the percentage difference of volume. For some reason it doesn't seem to wrok quite right and there is a big differnce in the number of matches of the filter before adding this.
Any suggestions?

Fetcher[/*Volume Calc*/
set{a,todays volume}
and set{b,average volume(2)}
and set{c1,a/b}
and set{c,c1*100}
add column c
]



Jim


cegis
235 posts
msg #34856
Ignore cegis
1/12/2005 11:05:59 AM

Jim,

One possibility for the change in number of matches might be that with the additional set{}s, the filter becomes too complex for SF to run. (I.e., above SF's complexity limit.) This could cause other set{}s in your filter to not get evaluated, thus making conditions that used these uncalculated set{} variables compare to zero instead of a "real" value. Just a thought...

HTH,

C


james549
53 posts
msg #34857
Ignore james549
1/12/2005 6:11:03 PM

cegis,

Thanks for the reply. Maybe this is too much for SF.
The filter itself seems simple enough though. That why I'm looking to see if there is a reason besides the limits of SF.

Fetcher[show stocks where Fast Stochastics(20) Fast %K reached a new 15 day low
and stock price is greater than .5
and slope of -DI(14) 2 days ago is greater than .25

set{a,todays volume}
and set{b,average volume(2)}
and set{c1,a/b}
and set{c,c1*100}
add column c
]



Here is the filter I tried today. Without the addtion of the volume set there are 419 matches. After I apply the volume, to add another colume, the matches drop down to 48. This is a significant difference.

Jim


cegis
235 posts
msg #34868
Ignore cegis
1/13/2005 10:17:55 AM

Jim,

Any chance average volume(2) = 0 on any of these stocks? That would make your division set{} "undefined", and SF probably drops the stock. If you take out the set{}s and add "and average volume(2) > 0", how many matches do you get?

HTH,

C


james549
53 posts
msg #34877
Ignore james549
1/13/2005 11:13:57 PM

cegis

Seems no matter wht variation I try it seems to alter the matches.
I am trying to add a column showing percantage of change in volume from the last 2 or 3 days as compared to todays volumn.

Tonight the filter alone had 282 matches. If I adjust the volume to volume 1 day ago compared to todays it drops to 86 matches. If I leave it the way it is the filter has 89 matches.
Is there someother way to accomplish what I am trying to do?
Or can it even be done?

Jim


cegis
235 posts
msg #34888
Ignore cegis
1/14/2005 2:57:51 PM

Jim,

This works:

Fetcher[
Fast Stochastics(20) Fast %K reached a new 15 day low
and stock price is greater than .5
and slope of -DI(14) 2 days ago is greater than .25
and average volume(2) > 0

set{c1,volume / average volume(2)}
set{c,c1 * 100}
add column c
]



Note that I added the "and average volume(2) > 0", which cut out a handful of stocks.

I'm not too sure why the added set{}s were causing this problem, but since they were not necessary, I took them out. It's possible (but I'm guessing here) that "todays volume" was an issue in the substitution that's done by SF when calculating c1.

TomB (SF), any idea why Jim's filter didn't work?

HTH,

C


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