StockFetcher Forums · Filter Exchange · Monthly Break<< >>Post Follow-up
drawerguy
14 posts
msg #115251
Ignore drawerguy
9/9/2013 5:17:41 AM

Does anyone know how to write a filter where the daily close is < the previous months low AND vice versa where the daily close is > the previous months high??

dwiggains
391 posts
msg #115256
Ignore dwiggains
9/9/2013 10:36:48 AM

close > 22 day high 1 day ago

close < 22 day low 1 day ago


Good luck

See ya
David

mahkoh
891 posts
msg #115262
Ignore mahkoh
modified
9/9/2013 6:05:50 PM

First determine the number of trading days for the previous month. For August there were 21


Fetcher[
set{mh,date(monthend,high 21 day high)}
close above mh
]



and

Fetcher[
set{ml,date(monthend,low 21 day low)}
close below ml
]



StockFetcher Forums · Filter Exchange · Monthly Break<< >>Post Follow-up

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