StockFetcher Forums · Filter Exchange · Stats help<< 1 2 >>Post Follow-up
johnpaulca
12,036 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
202 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
12,036 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
202 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
12,036 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

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2022 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.