StockFetcher Forums · Filter Exchange · RSI(2) REVISITED<< 1 ... 5 6 7 8 9 ... 12 >>Post Follow-up
chetron
2,817 posts
msg #60418
Ignore chetron
3/12/2008 1:31:30 PM

contrahawk,
can you check it out 1 day at a time with the symlist command?

Fetcher[

set{indic,RSI(2) 1 day ago}
set{potl,High-Close 1 day ago}
indic < 25
add column indic
add column High
add column Close 1 day ago{prev}
add column potl
apply symlist(rimm)

]



contrahawk
68 posts
msg #60419
Ignore contrahawk
3/12/2008 2:21:21 PM

I'm certain that you're right, chetron. . . .I was sure that there was a command like that but I never got around to including it in my quiver.

Thanks! Next time I'll know where to look.

Jim

contrahawk
68 posts
msg #60420
Ignore contrahawk
3/12/2008 2:44:59 PM

cmeade2,

we must be in complete harmony, you and I, because I made no suggestion about how (or if) someone might use the information drawn from my data. . . .it's just information. . . .there was no "strategy" attached!

Jim

klynn55
425 posts
msg #60421
Ignore klynn55
3/12/2008 3:01:23 PM

thanks guys,thanks for the explains.

chetron
2,817 posts
msg #60428
Ignore chetron
modified
3/12/2008 4:56:02 PM

and how about this....


Fetcher[

set{indic,RSI(2) 1 day ago}
set{potl,High-Close 1 day ago}

set{var1,count(indic < 25,1)}
set{var2,count(potl > -0,1)}
set{winner,var2 * var1}


add column indic
add column High
add column Close 1 day ago{prev}
add column potl
add column winner

draw winner on plot winner

apply symlist(rimm)


]



TheRumpledOne
6,362 posts
msg #60431
Ignore TheRumpledOne
3/12/2008 7:53:11 PM

"1) Stockfetcher only lets you look at the statistics for the past 100 days (hint hint, it would be great if they would increase this parameter). It's possible for Rimm that the behavior in this period is different from the record over the past 2-3 years. "

You can calculate a value and then say VALUE 100 DAYS AGO and "trick" SF into giving you more than 100 days worth of data.



cmeade2
9 posts
msg #60438
Ignore cmeade2
3/12/2008 10:17:01 PM

That is a great trick!! Thanks for pointing it out!

However, in this case I see that success rate for the rsi(2) pop varies significantly with time (ranging from highly predictable to just the opposite). As a result, one gets very different results from 100 vs. 200 day scans.

Thanks again



maxreturn
745 posts
msg #60485
Ignore maxreturn
3/14/2008 9:19:51 AM

TRO or cmeade2, could you give me an example of how to construct a count phrase so you can get more than 100 days. I tried this on my own but haven't succeeded.

chetron
2,817 posts
msg #60487
Ignore chetron
3/14/2008 9:58:59 AM

TRO'S FILTER....
I KNOW I AM NOT THEM. SORRY FOR BREAKING IN.

Fetcher[


set{chg100, count(day change > 10, 100) }

add column chg100 {%chg(0-100)}
add column chg100 100 days ago {%chg (100-200)}
add column chg100 200 days ago {%chg (200-300)}

market is nasdaq 100

]



cmeade2
9 posts
msg #60490
Ignore cmeade2
3/14/2008 10:22:16 AM

I would do it a little differently

set{chg100, count(day change > 10, 100) }
set {chg200, chg100 100 days ago}
set {chgtotal, chg100 + chg200}

In the above, chgtotal gives the total count for day change > 10 over the past 200 days



StockFetcher Forums · Filter Exchange · RSI(2) REVISITED<< 1 ... 5 6 7 8 9 ... 12 >>Post Follow-up

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