StockFetcher Forums · Filter Exchange · Inside days?<< >>Post Follow-up
jhenninger
63 posts
msg #56309
Ignore jhenninger
11/2/2007 8:47:55 AM

Does SF have a syntax for finding inside days? A simple way of locating short-term consolidations...

Thank you,,

Jon

dwiggains
391 posts
msg #56313
Ignore dwiggains
modified
11/2/2007 11:01:39 AM

Fetcher[
high < high 1 day ago and low > low 1 day ago
]



jhenninger
63 posts
msg #56349
Ignore jhenninger
11/2/2007 7:43:21 PM

Thanks for the reply. I can see how that makes sense. How would you filter that for say, 4 consecutive inside days?

Thanks again... Much appreciated...

Jon

TheRumpledOne
6,362 posts
msg #56352
Ignore TheRumpledOne
modified
11/2/2007 8:20:40 PM

Fetcher[
/* 4 inside days */

set{testh, count(high < high 1 day ago , 1) }
set{testl, count(low > low 1 day ago , 1) }
set{test, testh + testl }
set{inside, count(test equal 2, 4) }

add column inside

inside equal 4

chart-time is 5 days

sort column 5 descending
]



Fetcher[
/* 3 inside days */

set{testh, count(high < high 1 day ago , 1) }
set{testl, count(low > low 1 day ago , 1) }
set{test, testh + testl }
set{inside, count(test equal 2, 3) }

add column inside

inside equal 3

chart-time is 5 days

sort column 5 descending
]



jhenninger
63 posts
msg #56354
Ignore jhenninger
11/2/2007 8:31:20 PM

Thank you very much TRO. As always, you are very helpful to the rest of us who are not very SF inclined.

Appreciate it...

Jon

TheRumpledOne
6,362 posts
msg #56356
Ignore TheRumpledOne
11/2/2007 8:56:50 PM

No reason for you to struggle when it's no big deal for me to write code.

TheRumpledOne
6,362 posts
msg #56358
Ignore TheRumpledOne
modified
11/2/2007 9:03:22 PM

Fetcher[
/* 3 - 7 inside days */

set{testh, count(high < high 1 day ago , 1) }
set{testl, count(low > low 1 day ago , 1) }
set{test, testh + testl }
set{inside7, count(test equal 2, 7) }
set{inside6, count(test equal 2, 6) }
set{inside5, count(test equal 2, 5) }
set{inside4, count(test equal 2, 4) }
set{inside3, count(test equal 2, 3) }

add column separator
add column inside3
add column inside4
add column inside5
add column inside6
add column inside7
add column separator

inside3 equal 3

chart-time is 10 days

sort column 7 descending
]



This filter shows from 3 to 7 inside days.

So if column insideX is equal X then there were X inside days in a row.


StockFetcher Forums · Filter Exchange · Inside days?<< >>Post Follow-up

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