StockFetcher Forums · Filter Exchange · Stats help<< 1 2 >>Post Follow-up
johnpaulca
11,312 posts
msg #67036
Ignore johnpaulca
9/7/2008 1:46:18 AM

Stats Gurus...need your help with my crazy filter. I would like to know when a stock close above the lower BB(40,0.4) from below, how many times will it move above the upper BB(40,0.4)...I hope that make sense...tia

tomm1111
198 posts
msg #67037
Ignore tomm1111
modified
9/7/2008 2:44:02 AM

JP,

Is this what you're looking for? I didn't add any price or volume criteria.

Tom

Fetcher[
set{my_ind,close}
set{sd_sum,sum(my_ind,40)}
set{sd_mean,sd_sum / 40}
set{var,my_ind - sd_mean}
set{var1,pow(var,2)}
set{var2,sum(var1,40)}
set{var3,var2 / sd_mean}
set{sd,pow(var3,0.5)}

set{sd_want, 0.4 * sd}
set{LCL, sd_mean - sd_want}
set{UCL, sd_mean + sd_want}

show stocks where close crossed above LCL
set{freq,count(close above UCL,100)}

draw bollinger bands(40,0.4)
add column sd_sum
add column sd_mean
add column sd
add column LCL
add column UCL
add column freq
]





chetron
2,817 posts
msg #67041
Ignore chetron
modified
9/7/2008 10:29:16 AM

OR EVEN MAYBE....


Fetcher[


/*
TACHIKAWA
*/


set{var1,days(close below Upper Bollinger Band(40,0.40),100)}

draw var1
add column var1
draw Upper Bollinger Band(40,0.40)

volume above 100000
close above 2
var1 above .5
chart-time 2 year
sort column 5 descending

]




A LITTLE BETTER....


Fetcher[




/*
TACHIKAWA
*/


set{VUBB,days(close below Upper Bollinger Band(40,0.40),100)}
set{VLBB,days(close below Lower Bollinger Band(40,0.40),100)}
SET{VBBDIFF,VLBB - VUBB}

DRAW VBBDIFF
draw vlbb on plot VUBB
ADD COLUMN VBBDIFF
add column VUBB
add column VLBB


draw Upper Bollinger Band(40,0.40)

volume above 100000
close above 2
VUBB ABOVE .5
chart-time 2 year
sort column 6 descending


]



johnpaulca
11,312 posts
msg #67042
Ignore johnpaulca
9/7/2008 11:23:09 AM

THANKS... CHET and Tom...Tom, I couldn't read your filter...I have the cheap subscription.

BTW...YOU GUYS ARE AMAZING ( MY BAD FOR LEAVING THE CAPS ON)...LOL

tomm1111
198 posts
msg #67047
Ignore tomm1111
9/7/2008 12:58:13 PM

Glad to help. I will see if I can modify it for standard subscriptions. Chetron has some nice filters posted.

Do you guys know how many nested set{} statements will work on a standard account? I looked in up in the SF docs but it is a little vauge. I've even "nested" out with an anvanced subscription after I got a little rambunctious with a filter.

chetron
2,817 posts
msg #67050
Ignore chetron
9/7/2008 6:36:09 PM



I BELIEVE WHEN YOU CREATE A THIRD CUSTOM VARIABLE USING 2 DIFFERENT CUSTOM VARIABLES, MAKES IT AN ADVANCED SUBSCRIPTIONS FILTER.






chetron
2,817 posts
msg #67051
Ignore chetron
9/7/2008 7:00:08 PM

AND ANOTHER THING.....

Fetcher[






/*
TACHIKAWA
*/


set{VUBB,days(close below Upper Bollinger Band(40,0.40),100)}
set{VLBB,days(close below Lower Bollinger Band(40,0.40),100)}
SET{VBBDIFF,VLBB - VUBB}

DRAW VBBDIFF
draw vlbb on plot VUBB
ADD COLUMN VBBDIFF
add column VUBB
add column VLBB


draw Upper Bollinger Band(40,0.40)

volume above 100000
close above 2
VUBB BELOW 0.5
VLBB ABOVE 14.5
MACD(4,8) HISTOGRAM ABOVE MACD(4,8) HISTOGRAM 1 DAY AGO

sort column 6 descending


]



johnpaulca
11,312 posts
msg #67052
Ignore johnpaulca
9/7/2008 8:38:29 PM

CHET...THANKS BRO, I WILL BUY VRX TOMORROW, IT HAS A VBBDIFF OF 84 LET'S SEE WHAT HAPPENS.

guru_trader
485 posts
msg #67057
Ignore guru_trader
9/8/2008 12:50:20 AM

SF shouldn't even offer a basic subscription, the power in SF is in the full version.

chetron
2,817 posts
msg #67058
Ignore chetron
9/8/2008 6:43:01 AM



ACTUALLY, THE REAL POWER WOULD BE THE ABILITY OF EXECUTING IF, AND, AND OR STATEMENTS.

THAT WOULD BE "ADVANCED", SERVER "TIME" DOESN'T EQUATE WITH "ADVANCED".




StockFetcher Forums · Filter Exchange · Stats help<< 1 2 >>Post Follow-up

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