StockFetcher Forums · Filter Exchange · IPO and Bankruptcy ReListing Filter!<< >>Post Follow-up
jthelen
29 posts
msg #98740
Ignore jthelen
1/25/2011 4:01:36 PM

Iím trying to make a filter that will catch IPOs and stock relisting (after bankruptcy, etc). Iím able to get IPOs and re-listings within the last 52 weeks with the below filter:

Fetcher[
set{1yripo, count(relative strength(^SPX,5) equals 0, 1)}
1yripo crossed below .5 within the last 52 weeks
]



Iím also able to get IPOs within the last 99 days with the below filter:

Fetcher[
relative strength(^SPX,99) equals 0
]



Any ideas on how to add these together? I was looking at the TRO logic system, but was having problems getting them both to work at the same time; below is the code that I was using (the second line is busted?!):

Fetcher[
set{1yripo, count(relative strength(^SPX,5) equals 0, 1)}
set{1yripotrig, count(1yripo crossed below .5 within the last 52 weeks, 1)}
set{99dayipo, count(relative strength(^SPX,99) equals 0, 1)}
/*draw 1yripo*/
/*draw 99dayipo*/
set{X, 1yripotrig + 99dayipo}
x is above 1
]



Can anyone help out?

JT


mahkoh
891 posts
msg #98935
Ignore mahkoh
2/6/2011 11:28:10 AM

I do not really see anything wrong. Today your first scan gives 801 results and your second 17. Your third filter is designed to return results that are true for both filters and it does indeed return 17.
I want to thank you for this filter though, it really comes in handy when using Interactive Brokers with Ninja Trader 7. For some reason NT7 does not read IB's exchange information and one has to manually import stock symbols for the different exchanges and assign them in NT7. Your filter allows me to create a list of new symbols every once in a while and add them to the database.

jthelen
29 posts
msg #98943
Ignore jthelen
2/7/2011 7:47:54 AM

mahkoh, Iím glad that these filters can help you out! In the third filter I wanted to combine both concepts into one so that it would return stocks that met both conditions (801+17) 818. If you have any ideas or suggestions, please let me know.

JT


StockFetcher Forums · Filter Exchange · IPO and Bankruptcy ReListing Filter!<< >>Post Follow-up

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