StockFetcher Forums · Filter Exchange · Monthly Stock Price Swing Range<< >>Post Follow-up
Systrader
56 posts
msg #91340
Ignore Systrader
4/17/2010 9:04:14 PM


Is there an easy way to get the average dollar price swing range in a month ?

with ATR(30), this only gives me an average daily swing range over a 30 day period.

Does there exist a measure for a monthly range so if it was called AMR , then AMR(12) would be the average monthly range taken over 12 months ?

I am looking to define a monthly range so that I can use this for an option trade .Help me to know if the strike prices might be too narrow or enough.

Thanks



dwiggains
391 posts
msg #91368
Ignore dwiggains
4/18/2010 3:30:19 PM

Hi
Not sure this is what you want

Fetcher[
set {range, high 22 day high minus low 22 day low} add column range
]



This will get you the monthly total range.
22 days trading in most months.

See ya
David

Systrader
56 posts
msg #91373
Ignore Systrader
4/18/2010 5:53:12 PM

Using your range statement , I have this below, but this filter gives no results

SF [set {range1, high 22 day high minus low 22 day low}
set {range2, high 44 day high minus low 44 day low}
set {range3, high 66 day high minus low 66 day low}
set {avgrange, (range1+range2+range3) divided by 3}
average volume(60) is above 500000 and
adx(30) is below 20 and
stock is optionable and
add column atr(90)
add column weekly RSI(2) and
add column avgrange]

I think there is a problem with this line

set {avgrange, (range1+range2+range3) divided by 3}

Any ideas ?

Systrader
56 posts
msg #91374
Ignore Systrader
4/18/2010 5:55:25 PM

Clickable

Fetcher [set {range1, high 22 day high minus low 22 day low}
set {range2, high 44 day high minus low 44 day low}
set {range3, high 66 day high minus low 66 day low}
set {avgrange, (range1+range2+range3) divided by 3}
average volume(60) is above 500000 and
adx(30) is below 20 and
stock is optionable and
add column atr(90)
add column weekly RSI(2) and
add column avgrange]


chetron
2,817 posts
msg #91375
Ignore chetron
4/18/2010 6:05:39 PM

get rid of space after fetcher


and only 1 math operation per set command.


hth

Systrader
56 posts
msg #91377
Ignore Systrader
4/18/2010 7:38:08 PM

Thanks a lot Chet

moby
314 posts
msg #91389
Ignore moby
4/19/2010 12:04:21 AM

Fetcher[set {range1, high 22 day high minus low 22 day low}
set {range2, high 44 day high minus low 44 day low}
set {range3, high 66 day high minus low 66 day low}
set {avgrange, (range1+range2+range3) divided by 3}
average volume(60) is above 500000 and
adx(30) is below 20 and
stock is optionable and
add column atr(90)
add column weekly RSI(2) and
add column avgrange
]



chetron
2,817 posts
msg #91396
Ignore chetron
4/19/2010 7:07:32 AM

MAYBE....

Fetcher[
set {range1, high 22 day high minus low 22 day low}
set {range2, high 44 day high minus low 44 day low}
set {range3, high 66 day high minus low 66 day low}
set {avgrange1, range1+ range2}
SET{AVGRANGE2,AVGRANGE1 + range3}
SET{AVGRANGE,AVGRANGE2 / 3}
average volume(60) is above 500000 and
adx(30) is below 20 and
stock is optionable and
add column atr(90)
add column weekly RSI(2) and
add column avgrange

]





moby
314 posts
msg #91399
Ignore moby
modified
4/19/2010 8:23:22 AM

sound the horns....Chetron to the rescue! Man...you so rock!

StockFetcher Forums · Filter Exchange · Monthly Stock Price Swing Range<< >>Post Follow-up

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