StockFetcher Forums · Filter Exchange · One month performance<< >>Post Follow-up
novacane32000
273 posts
msg #123239
Ignore novacane32000
3/17/2015 7:33:23 PM

Many filters have a Since% column.

Is there a way to add a column that tells you what the gain of a stock pulled by a filter is 30 days later?

levamit
101 posts
msg #123243
Ignore levamit
modified
3/18/2015 7:49:25 AM

Hi,
This will show you all stocks gained more then 30% within last 30 days.
You can change the value (-30) to (-10) will show all stocks are moved up more then 10%.
Please try :
Fetcher[
set{D1,close 30 days ago - close}
set{D1a,D1*100}
set{D1%,d1a/close }
add column D1%
add column close 30 days ago
close > 5
d1% < -30
]



Regards,
LA

novacane32000
273 posts
msg #123245
Ignore novacane32000
3/18/2015 10:29:55 AM

Thanks Levamit –this is helpful. But I was looking for a way to backtest a symlist to see how it performed 30 days later. I would tell the filter the stocks I want it to check

So say my symlist consist of SPY,GLD,USO,NEM.

If I run the filter and go back to Jan12th ,2015 then I want to see how SPY,GLD,USO,NEM did one month later on Feb 12th, 2015.


levamit
101 posts
msg #123257
Ignore levamit
3/19/2015 5:24:00 AM

Hi Nova,
If somone can help with this basic filter and add counter to d1% to max 30 days from running the filter.
from the date below the column d1% will show the % changed until now and not 30 days max.
Fetcher[
apply symlist(SPY,GLD,USO,NEM)
set{D1,close - close 30 days ago}
set{D1a,D1*100}
set{D1%,d1a/close }
add column D1%
add column close 30 days ago
date offset 01/12/15
]


Regards,
LA

Kevin_in_GA
4,553 posts
msg #123258
Ignore Kevin_in_GA
3/19/2015 8:48:57 AM

Why not just run it on Feb. 12th with the following line added:

add column ROC(21,1)

That will show you the percentage increase or decrease each stock has had over the past month.

Kevin

novacane32000
273 posts
msg #123281
Ignore novacane32000
3/20/2015 3:53:49 PM

What is the math behind ROC(21,1) ?

It does not seem to give the % gain/loss one later.

Kevin_in_GA
4,553 posts
msg #123282
Ignore Kevin_in_GA
3/20/2015 4:39:06 PM

No filter will give you future data unless you use the "offset" feature. Even then, it is the same as running the filter one month LATER than your date and simply looking at the ROC(21,1).

For one month of trading, remember that there are 21 trading days per calendar month, not 30.

four
4,012 posts
msg #123283
Ignore four
modified
3/20/2015 4:39:24 PM

/*
symbol: A
date: 2/19/15
close: $41.15

date: 3/20/15
close: $42.20

ROC(21,1): 2.55%
CALCULATION: = (42.20 - 41.15) / 41.15
*/


novacane32000
273 posts
msg #123301
Ignore novacane32000
3/22/2015 1:28:53 PM

Thank you both.

I have been looking at the major ETFs ,(regions and sectors) and trying to find the best filter to switch in and out every month and so want to add a line to my filter that would simply give me the one month performance.

StockFetcher Forums · Filter Exchange · One month performance<< >>Post Follow-up

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