StockFetcher Forums · Filter Exchange · Is There A Workaround To Create A Monthly Moving Average?<< >>Post Follow-up
wkloss
230 posts
msg #107002
Ignore wkloss
7/12/2012 2:09:36 PM

Kevin's post in a recent thread showing a workaround for ROC monthly lookbacks makes me wonder if anyone has a workaround to create a filter that enables monthly moving averages of various lengths?

Kevin_in_GA
4,543 posts
msg #107041
Ignore Kevin_in_GA
7/14/2012 10:28:51 AM

Not yet. I have asked SF to give us monthly data capabilities several times (as have others) but so far no dice.

john0024
7 posts
msg #119189
Ignore john0024
4/23/2014 8:39:41 AM

almost 1.5 years since this inquiry about SF creating the ability to follow/scan Monthly Moving Averages......along same lines, what about Weekly Moving Averages???? Anything out there?

Kevin_in_GA
4,543 posts
msg #119190
Ignore Kevin_in_GA
4/23/2014 10:18:04 AM

Easy - weekly MA(X) will give you the weekly MA, but it will only plot correctly on a weekly chart (add the line "chart-display is weekly" to the bottom of your filter).

You cannot correctly display weekly indicators in daily charts, or vice-versa. A dumb limitation for which I have tried to figure out a work-around, but so far no luck.

compound_gains
152 posts
msg #119191
Ignore compound_gains
modified
4/23/2014 10:19:06 AM

http://www.stockfetcher.com/forums/Announcements/New-Feature-Weekly-Indicators-and-Charts/253/0

===========================================

Kevin was lurking.

drawerguy
14 posts
msg #119248
Ignore drawerguy
4/29/2014 3:00:28 AM

To find monthly moving averages, just do the math, i.e., a 10 month moving average, a month contains 4 weeks.
10 x 4 = 40, so a 40 week MA = 10 month MA, which also = a 200 day MA.
A 50 month MA = a 200 week MA, which ALSO = a 1,000 day MA.

Unfortunately on SF it's not possible to do a 200 week ma, but you can at freestockcharts.com

By the way, watch what happens when a stock hits a 200 week MA or EMA !!

mahkoh
891 posts
msg #119250
Ignore mahkoh
modified
4/29/2014 6:27:22 AM

The below filter should provide the monthly ma(5)
Fetcher[
symlist(dtv)

set{x, date(monthend,close)}
add column x
set{x1,date(monthend,close 8 weeks ago)}
add column date(monthend,close 8 weeks ago)
set{x2,date(monthend,close 12 weeks ago)}
add column date(monthend,close 12 weeks ago)
set{x3,date(monthend,close 16 weeks ago)}
add column date(monthend,close 16 weeks ago)
set{x4,date(monthend,close 20 weeks ago)}
add column date(monthend,close 20 weeks ago)

set{z,x + x1}
set{z1,z + x2}
set{z2,z1 + x3}
set{z3,z2 + x4}
set{mma5, z3 / 5}
]



However, upon adding " add column mma5" or "close below mma5" there is a syntax error..
It appears that although SF has a value for "date(monthend,close 8 weeks ago)" it cannot be used as a variable.

So you will have to specify the dates:

Fetcher[

symlist(dtv)

set{x, date(monthend,close)}
add column x{1m}
set{x1,date(20140228,close)}
add column x1{2m}
set{x2,date(20140131,close)}
add column x2{3m}
set{x3,date(20131231,close)}
add column x3{4m}
set{x4,date(20131129,close)}
add column x4{5m}

set{z,x + x1}
set{z1,z + x2}
set{z2,z1 + x3}
set{z3,z2 + x4}
set{mma5, z3 / 5}
add column mma5
]



StockFetcher Forums · Filter Exchange · Is There A Workaround To Create A Monthly Moving Average?<< >>Post Follow-up

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