StockFetcher Forums · Filter Exchange · Stock lowest price measured from Moving Average<< >>Post Follow-up
abokhalidf
7 posts
msg #36427
Ignore abokhalidf
6/23/2005 5:53:21 PM

HI to every one

Can some body help me to create a filter that shows stocks at new 52 weeks new low measured from Moving Average (20).

In other words, I want to see the stocks with the highest gap from MA (20) in 26 weeks.

Thanks


TheRumpledOne
6,362 posts
msg #36433
Ignore TheRumpledOne
6/23/2005 9:10:30 PM

Fetcher[
set{diff, ma(20) - close}

diff equal diff 52 week high

add column diff
add column diff 52 week high {diff52hi}
add column diff 52 week low {diff52lo}
]




DIFF52HI is the largest gap from ma(20) down to the close.

DIFF52LO is the largest gap from the close DOWN to the ma(20) that's why it's negative.

But you said 52 weeks then you said 26 weeks, so I am not sure.

26 week version:

Fetcher[
set{diff, ma(20) - close}

diff equal diff 26 week high

add column diff
add column diff 26 week high {diff26hi}
add column diff 26 week low {diff26lo}
]





MAY ALL YOUR FILLS BE COMPLETE.


abokhalidf
7 posts
msg #36436
Ignore abokhalidf
6/24/2005 3:30:29 AM

TheRumpledOne

Thanks a lot

you provided great help to me, I will use this filter to find stocks for different periods ( 52, 26, 12 weeks....etc)

The 26 weeks shall be corrected to 52 weeks in my question above.

I use this filter only when MA (50) is increasing, and it picks significant jump sometimes

Best regard


TheRumpledOne
6,362 posts
msg #36443
Ignore TheRumpledOne
6/24/2005 9:02:55 AM

Fetcher[
set{diff, ma(20) - close}


set{EB50,days(ma(50) is above ma(50) 1 day ago,100)}
set{EA50,days(ma(50) is below ma(50) 1 day ago,100)}
set{E50xE50, EA50 - EB50}

diff equal diff 26 week high

add column diff
add column diff 26 week high {diff26hi}
add column diff 26 week low {diff26lo}
add column E50XE50

Sort column 8 descending

]




Column E50XE50 will show you the number of days the ma(50) has been increasing (+) or decreasing (-). Sorting on this column puts the stocks with ma(50) increasing at the top of the list.

How do you like that?


MAY ALL YOUR FILLS BE COMPLETE.


abokhalidf
7 posts
msg #36460
Ignore abokhalidf
6/25/2005 6:06:46 AM

TheRumpledOne

Great help from you, appreciated.

I will use this filter like the following:

Moving Average (20) as an example

I will look to the stocks that are below the MA (20) as per the filter and I will add the following to the filter:
And RSI (2) is at new 12 weeks low

Then, I keep monitoring RSI (2) to start to go up (for example to cross 30) and this is an entry point. The target is optional or near the MA (20)

Exceptions:

I do not use this tactic under the below conditions

1- Gaps
2- Going below the selected Moving Average for the first time in long period for example 1 year


Best regard



TheRumpledOne
6,362 posts
msg #36461
Ignore TheRumpledOne
6/25/2005 11:33:38 AM

Fetcher[
set{diff, ma(20) - close}

set{EB50,days(ma(50) is above ma(50) 1 day ago,100)}
set{EA50,days(ma(50) is below ma(50) 1 day ago,100)}
set{E50xE50, EA50 - EB50}

set{r12,count(rsi(2) equal rsi(2) 60 day low, 1)}

diff equal diff 26 week high

add column diff
add column diff 26 week high {diff26hi}
add column diff 26 week low {diff26lo}
add column E50XE50
add column rsi(2) 60 day low
add column r12

Sort column 10 descending

]



I think you are "teasing" me, Abokhalidf.

I took your idea but, once again, rather than filter out the stocks, I added the r12 column... if equal 1, then stock at rsi(2) 12 week low.

I sort r12 descending so the ones that are at 12 week low pop to the top!

Cool, eh?

MAY ALL YOUR FILLS BE COMPLETE.



StockFetcher Forums · Filter Exchange · Stock lowest price measured from Moving Average<< >>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 2016 - 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