StockFetcher Forums · Filter Exchange · Stocks that have decreased 5% or more......<< >>Post Follow-up
scott111552
148 posts
msg #114356
Ignore scott111552
7/6/2013 5:43:18 AM

I'm attempting to develop a filter that will reveal stocks that have decreased 5% or more for two consecutive days.
Any help would be greatly appreciated.....

duke56468
683 posts
msg #114357
Ignore duke56468
7/6/2013 9:49:21 AM

Maybe this will get you started
Fetcher[close is > 5% below close 1 day ago
and close 1 day ago is > 5% below close 2 days ago
close is > 1
average volume(30) > than 300000
]



Kevin_in_GA
4,553 posts
msg #114358
Ignore Kevin_in_GA
7/6/2013 12:27:33 PM

Fetcher[

count(close more than 5% below close 1 day ago,2) above 1

/*ADD PRICE AND LIQUIDITY REQUIREMENTS TO AVOID GETTING SCREWED ON BID/ASK SPREADS*/

close above 5
set{liquidity, close * volume}
count(liquidity above 1000000,10) above 9

]




scott111552
148 posts
msg #114359
Ignore scott111552
7/6/2013 11:08:44 PM

Thanks guys! I'm always amazed at the generosity displayed each day on SF....

StockFetcher Forums · Filter Exchange · Stocks that have decreased 5% or more......<< >>Post Follow-up

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