StockFetcher Forums · Filter Exchange · How to calculate lowest and highest value of a custom indicator over x days<< >>Post Follow-up
guru_trader
485 posts
msg #59557
Ignore guru_trader
2/9/2008 8:29:46 PM

I know how to find the lowest low and highest high over the last x days, but how can I calculate the lowest value and highest value of a custom indicator over the last x days?

For example, if this is my custom indicator ... set{custom_indicator, close - close 5 days ago} ... I want to know the lowest value and highest value of the custom_indicator over the last 100 days.

nikoschopen
2,824 posts
msg #59560
Ignore nikoschopen
2/9/2008 9:59:46 PM

Guru, try the following filter. I also took the liberty of applying the 3-day moving average of the "custom indicator" to the 3 day moving average of the close, which I found interesting.

Fetcher[
set{custom_indicator, close - close 5 days ago}
set{hi52ci, custom_indicator 52 week high}
set{lo52ci, custom_indicator 52 week low}

add column hi52ci
add column lo52ci

draw custom_indicator line at custom_indicator 52 week low
draw custom_indicator line at custom_indicator 52 week high

/*Adding 3-Period MA of "custom_indicator" on Price Plot*/

set{diff, close + custom_indicator}
draw cma(diff,7) on plot close
draw ma(7)
do not draw diff
]



guru_trader
485 posts
msg #59570
Ignore guru_trader
2/10/2008 12:17:16 AM

Oh, that's right, Thanks, Niko ... I haven't used the highest/lowest function in a while.

Wow, you're right, you're on to something interesting ... I'll continue working with the filter you provided.

StockFetcher Forums · Filter Exchange · How to calculate lowest and highest value of a custom indicator over x days<< >>Post Follow-up

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