StockFetcher Forums · Filter Exchange · Need help with filter<< >>Post Follow-up
tennisplayer2
180 posts
msg #112735
Ignore tennisplayer2
4/12/2013 3:52:03 PM

I need help with a filter the will scan all stocks that crossed the weekly 20 day moving avg less 1 % . In other words, stocks that is getting ready to cross the weekly 20 day moving average, but have not done so. Thanks.

duke56468
683 posts
msg #112739
Ignore duke56468
4/12/2013 10:43:41 PM

This might get you close

Fetcher[close is near the weekly MA(20)
close is below the weekly MA(20)
market is s&p 500
]



mktmole
325 posts
msg #112740
Ignore mktmole
4/13/2013 1:50:45 PM


TP2 other considerations on based on your query...

/* "crossed" weekly MA(20) by < 1% */
close crossed above weekly MA(20)
and close < 1.00% above weekly MA(20)

/* stocks "above" weekly MA(20) and by less than 1.00% */
Close above weekly MA(20)
and close < 1.00% above weekly MA(20)

/* "Have not crossed" ma(20) but are less than 1% below */
close below weekly MA(20)
close < 1.00% below weekly MA(20)

note also that you are comparing "daily" close to the "weekly" MA(20)

mm

mahkoh
891 posts
msg #112741
Ignore mahkoh
modified
4/13/2013 4:01:43 PM

Stocks that have been below weekly ma(20) for at least 50 days. Change 50 and 49 in the first line to your liking.

Fetcher[
count(close below weekly ma(20),50) above 49
set{x,close/weekly ma(20)}
x above 0.99 do not draw x
S&P 500
]



or a combination. Close may have been above weekly ma(20) for up to 15 days in the last 100 but not during the last 10 days

Fetcher[
count(close below weekly ma(20),100) above 85
count(close below weekly ma(20),10) above 9
set{x,close/weekly ma(20)}
x above 0.99 do not draw x
S&P 500
]



tennisplayer2
180 posts
msg #112745
Ignore tennisplayer2
4/13/2013 9:15:24 PM

Guys, thanks again for the help. I hope that y'all have a great weekend.

mahkoh
891 posts
msg #112821
Ignore mahkoh
modified
4/17/2013 3:54:09 PM

Somehow using weekly values messes up filter results. Compare the filter using weekly ma(20) andthe one below which uses daily ma(100) which should give roughly the same results. A lot of the weekly filter results simply are not consistent with the filter syntax.


Fetcher[
count(close below ma(100),100) above 85
count(close below ma(100),10) above 9
set{x,close/ ma(100)}
x between 0.99 and 1 do not draw x
]



Fetcher[
count(close below weekly ma(20),100) above 85
count(close below weekly ma(20),10) above 9
set{x,close/weekly ma(20)}
x between 0.99 and 1 do not draw x
]



tennisplayer2
180 posts
msg #112828
Ignore tennisplayer2
4/17/2013 10:02:45 PM

Mahkoh, thank you very much.

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