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
221 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
197 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
221 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
4,599 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

*** 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 2022 - 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


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.