StockFetcher Forums · Filter Exchange · I need help with syntax of a filter<< >>Post Follow-up
punking315
4 posts
msg #59458
Ignore punking315
2/3/2008 8:31:47 PM

I am trying to start developing a filter(s) for finding flag patterns and in the process have hit a brick wall with the following:

/*--------develop the flagpole here, (currently this line is commented out)-----*/

/*find stock where 20 day slope of the close 4 days ago is above .2*/

/*---------now we try to develop some type of flag-----------*/

/* here we gather the highs of the past 5 days*/

Set{4H,high 4 days ago}
Set{3H,high 3 days ago}
Set{2H,high 2 days ago}
Set{1H,high 1 day ago}
Set{H,high}

/*here we sum them and get an average*/

set{sumH1, 4H + 3H}
set{sumH2, sumH1 + 2H}
set{sumH3, sumH2 + 1H}
set{sumH, sumH3 + H}

Set{avgH,sumH/5}

/* This increment number can be set to anything above zero. */

Set{Increment,.05}

/* this is where we create the distance above and below the average high */

Set{incAbove,1+Increment}
Set{incBelow,1-Increment}

/* here we determine the range of the high for each of the past days*/


Set{h4H,avgH*incAbove}
Set{l4H,avgH*incBelow}

And 4H is between h4H and l4H

Set{h3H,avgH*incAbove}
Set{l3H,avgH*incBelow}

And 3H is between h3H and l3H

Set{h2H,avgH*incAbove}
Set{l2H,avgH*incBelow}

And 2H is between h2H and l2H

Set{h1H,avgH*incAbove}
Set{l1H,avgH*incBelow}

And 1H is between h1H and l1H

Set{hH,avgH*incAbove}
Set{lH,avgH*incBelow}

And H is between hH and lH



somewhere I am missing the logic or syntax, any insight would be helpful

Thank You,

punking315

TheRumpledOne
6,359 posts
msg #59459
Ignore TheRumpledOne
2/3/2008 11:10:38 PM

Fetcher[
/*--------develop the flagpole here, (currently this line is commented out)-----*/

/*find stock where 20 day slope of the close 4 days ago is above .2*/

/*---------now we try to develop some type of flag-----------*/

/* here we gather the highs of the past 5 days*/

Set{4H,high 4 days ago}
Set{3H,high 3 days ago}
Set{2H,high 2 days ago}
Set{1H,high 1 day ago}
Set{H,high}

/*here we sum them and get an average*/

set{sumH1, 4H + 3H}
set{sumH2, sumH1 + 2H}
set{sumH3, sumH2 + 1H}
set{sumH, sumH3 + H}

Set{avgH,sumH/5}

/* This increment number can be set to anything above zero. */

Set{Increment,.05}

/* this is where we create the distance above and below the average high */

Set{incAbove,1+Increment}
Set{incBelow,1-Increment}

/* here we determine the range of the high for each of the past days*/


Set{h4H,avgH*incAbove}
Set{l4H,avgH*incBelow}

And 4H is between h4H and l4H

Set{h3H,avgH*incAbove}
Set{l3H,avgH*incBelow}

And 3H is between h3H and l3H

Set{h2H,avgH*incAbove}
Set{l2H,avgH*incBelow}

And 2H is between h2H and l2H

Set{h1H,avgH*incAbove}
Set{l1H,avgH*incBelow}

And 1H is between h1H and l1H

Set{hH,avgH*incAbove}
Set{lH,avgH*incBelow}

And H is between hH and lH
]



punking315
4 posts
msg #59462
Ignore punking315
2/4/2008 3:27:14 AM

TRO do you get an error when you run this too?

punking315

nikoschopen
2,824 posts
msg #59469
Ignore nikoschopen
2/4/2008 4:00:33 PM

As far as I know, only numeric strings are accepted for the "between" modifier. Therefore, SF will recognize

4H is between 1 and 2

as valid statement but it prolly will not recognize

4H is between h4H and l4H

Another possible problem in ure filter is that while the 5-day average of the high (eg. avgH) remains constant, the daily highs (eg, 4H, 3H, 2H, 1H) used "to determine the range of the high for each of the past days" are not. I would have used a rolling period of daily averages to each daily high, namely, 5-day average for 5H, 4-day average for 4H, etc.

BTW, there's a simpler way to write the following lines.

/* here we gather the highs of the past 5 days*/

Set{4H,high 4 days ago}
Set{3H,high 3 days ago}
Set{2H,high 2 days ago}
Set{1H,high 1 day ago}
Set{H,high}

/*here we sum them and get an average*/

set{sumH1, 4H + 3H}
set{sumH2, sumH1 + 2H}
set{sumH3, sumH2 + 1H}
set{sumH, sumH3 + H}

Set{avgH,sumH/5}


This could be written simply as:
set{avgH, sum(high,5) / 5}

Hope that helps.



chetron
2,817 posts
msg #59470
Ignore chetron
2/4/2008 4:07:45 PM

without errors....


Fetcher[

*--------develop the flagpole here, (currently this line is commented out)-----*/

/*find stock where 20 day slope of the close 4 days ago is above .2*/

/*---------now we try to develop some type of flag-----------*/

/* here we gather the highs of the past 5 days*/

Set{4H,high 4 days ago}
Set{3H,high 3 days ago}
Set{2H,high 2 days ago}
Set{1H,high 1 day ago}
Set{H,high}

/*here we sum them and get an average*/

set{sumH1, 4H + 3H}
set{sumH2, sumH1 + 2H}
set{sumH3, sumH2 + 1H}
set{sumH, sumH3 + H}

Set{avgH,sumH/5}

/* This increment number can be set to anything above zero. */

Set{Increment,.05}

/* this is where we create the distance above and below the average high */

Set{incAbove,1+Increment}
Set{incBelow,1-Increment}

/* here we determine the range of the high for each of the past days*/


Set{h4H,avgH*incAbove}
Set{l4H,avgH*incBelow}

4H < h4H and 4h > l4H

Set{h3H,avgH*incAbove}
Set{l3H,avgH*incBelow}

And 3H < h3H and 3h > l3H

Set{h2H,avgH*incAbove}
Set{l2H,avgH*incBelow}

And 2H < h2H and 2h > l2H

Set{h1H,avgH*incAbove}
Set{l1H,avgH*incBelow}

And 1H < h1H and 1h > l1H

Set{hH,avgH*incAbove}
Set{lH,avgH*incBelow}

And H < hH and h > lH

]



punking315
4 posts
msg #59476
Ignore punking315
2/4/2008 8:33:34 PM

thank you all for the great suggestions and help.

Indeed there is a flaw in the logic, RE: rolling averages, I will be working on this as an ongoing project.

also, I greatly appreciate the working version posted, this helped me tremendously.

thanks all!

punking315

StockFetcher Forums · Filter Exchange · I need help with syntax of a filter<< >>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