StockFetcher Forums · Filter Exchange · How to determine lowest and highest values on an indicator<< >>Post Follow-up
bka58
49 posts
msg #115393
Ignore bka58
9/16/2013 11:37:06 AM

Is there a way to determine the lowest and highest values on an indicator over the last x peroid of days.
For instance: What is the lowest and highest values of Historical Volatility(100,1) over the last 100 days?



compound_gains
152 posts
msg #115404
Ignore compound_gains
9/17/2013 2:41:07 PM

Perhaps...
Fetcher[set{hv, historical volatility(100,1)}
add column hv
set{hvhigh, high hv 100 day high}
add column hvhigh
set{hvlow, low hv 100 day low}
add column hvlow
]



Not sure if it's time of day, but it seems to chug along a bit before it spits out results.

push5280
98 posts
msg #115446
Ignore push5280
9/19/2013 6:35:21 PM

@bka

http://www.stockfetcher.com/forums/Indicators/IndPosition/37597

bka58
49 posts
msg #115458
Ignore bka58
9/20/2013 10:34:33 AM

I seem to be having a syntax problem with the following:

set{hv, historical volatility(100,1)}
add column hv
set{hvhigh, high hv 100 day high}
add column hvhigh
set{hvlow, low hv 100 day low}
add column hvlow
set(ivrange, hvhigh - hvlow) <---------------- This statement gets an error.
add column ivrange
set(ivp, ((hvhigh - hv) / ivrange))
add column ivp

Any ideas about what is causing the error?

Thx in advance.

bka58
49 posts
msg #115459
Ignore bka58
9/20/2013 10:46:19 AM

Never mind. Needed to use brackets instead in parens. Duh.

compound_gains
152 posts
msg #115460
Ignore compound_gains
9/20/2013 11:02:02 AM

Your set(ivp, ((hvhigh - hv) / ivrange)) statement should be triggering an error as well if you haven't already caught it.

set{ivp, ((hvhigh - hv) / ivrange)}

It won't like the multiple math either.

set{ivp1, hvhigh - hv)}
set{ivp, ivp1 / ivrange)}

Kevin_in_GA
4,543 posts
msg #115465
Ignore Kevin_in_GA
9/20/2013 1:36:54 PM

set{hv, historical volatility(100,1)}
add column hv
set{hvhigh, high hv 100 day high}
add column hvhigh
set{hvlow, low hv 100 day low}
add column hvlow
set(ivrange, hvhigh - hvlow) <---------------- This statement gets an error. You did use brackets
add column ivrange
,set(ivp, ((hvhigh - hv) / ivrange)) again, you did not use brackets, and you are trying to do 2 math steps instead of 1
add column ivp

Any ideas about what is causing the error?

Thx in advance.


In the line I highlighted you are trying to do two arithmetic operations in one set statement. Set statements can only do one math step at a time - a limitation that SF freely acknowledges but seems uninterested in fixing. Also you did not close the set statement with a bracket. Also did not do this for the line you indicate is giving you the error.

Fetcher[
set{hv, historical volatility(100,1)}
add column hv
set{hvhigh, high hv 100 day high}
add column hvhigh
set{hvlow, low hv 100 day low}
add column hvlow
set{ivrange, hvhigh - hvlow}
add column ivrange
set{ivp1, hvhigh - hv}
set{ivp, ivp1 / ivrange}
add column ivp
]



bka58
49 posts
msg #115508
Ignore bka58
9/24/2013 10:18:54 AM

I did catch the multiple math and brackets issues. I appreciate the help and feedback.

StockFetcher Forums · Filter Exchange · How to determine lowest and highest values on an indicator<< >>Post Follow-up

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