can someone help me write a custom standard deviation filter for sf

StockFetcher Forums · Filter Exchange · can someone help me write a custom standard deviation filter for sf

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numbat1 17 posts msg #90681 - Ignore numbat1	4/1/2010 10:59:38 PM Hi I am hoping some of you very clever people could help me write a filter: I want to plot : 1:Standard deviation channel price= close, deviations 1, fullrange, length 21 2: standard deviation channel price= close, deviations 1, fullrange,length 21 plus find stocks( any price) that are at the bottom and top channels. I have TOS and can plot this but I cannot scan stockfetcher. I have tried to learn but I must be missing something , ( ok Im stupid) Thanks in advance for any help
Eman93 4,750 posts msg #90682 - Ignore Eman93	4/2/2010 12:06:52 AM This is kind of a do it yourself site.....some examples are in the Indacator tab, or do a search on the indacator lots of examples. Many people will help you once you try to build a filter..even if it wont work. Its the teach a man to fish thing........ Post up what you have tried and people will help.
numbat1 17 posts msg #90689 - Ignore numbat1	4/2/2010 4:21:28 AM eman I have tried to write it myself, but in all honesty I do not really understand it, I have been a member since inception and was happy with the technical scans already in place, I appreciate your input but would be happy if someone can help me and then I can post how I intend to use it.
Eman93 4,750 posts msg #90733 - Ignore Eman93	4/2/2010 11:55:53 PM I dont think they have a channel for SD Building a custom channel indacator is litte beyond me... is this close? Fetcher[show stocks where the standard deviation(21) reached a new 21 day low] --------------------------- Standard Deviation -------------------------------------------------------------------------------- Parameters Period Avg Period Usage Standard Deviation(10) Normalized Standard Deviation(15) Average Standard Deviation(10,5) Average Normalized Standard Deviation(15,3) Description The standard deviaition is a statistical measure indicating how much a set of data is changing over a given period of time. StockFetcher provides two different standard deviation measures (along with a simple moving average of each.) The normalized standard deviation divides the standard deviation results by the average of the closing prices as an attempt to perform some normalization to the values.
chetron 2,817 posts msg #90751 - Ignore chetron modified	4/3/2010 12:42:36 PM MAYBE... Fetcher[ SET{VAR1,COUNT(standard deviation(21) reached a new 21 day low WITHING LAST 5 DAY,1)} SET{VAR2,COUNT(standard deviation(21) reached a new 21 day HIGH WITHING LAST 5 DAY,1)} SET{VAR3,COUNT(STANDARD DEVIATION(21) CROSSED BELOW AVERAGE STANDARD DEVIATION(21),1)} SET{VAR4,COUNT(STANDARD DEVIATION(21) CROSSED ABOVE AVERAGE STANDARD DEVIATION(21),1)} SET{VBI,VAR1 * VAR4} SET{VSS,VAR2 * VAR3} SET{VPLAYS,VBI + VSS} SET{VSSFAILURE,VSS - VAR3} SET{VBIFAILURE,VBI - VAR4} DRAW VSS ON PLOT VBI DRAW VSSFAILURE ON PLOT VBIFAILURE DRAW STANDARD DEVIATION(21) VPLAYS ABOVE .5 DO NOT DRAW VPLAYS CLOSE ABOVE .1 VOLUME ABOVE 100000 ]
numbat1 17 posts msg #90756 - Ignore numbat1	4/3/2010 9:36:57 PM Hi Eman and Chetron, Thanks for your time and interest. I will upload a picture of the chart ( when I find out how ). Basically it has 5 parallel lines when the stock hits the extremes it gravitates back to the centreline. The technicals are beyond me but it is very accurate and I want to share it and I have no doubt you guys will turn it inside out and improve it too. Even if I cannot build a filter to show it, maybe I can build a filter to include something similar and apply the stocks to see it they fit...again many thanks
tomm1111 202 posts msg #90763 - Ignore tomm1111	4/4/2010 4:09:28 AM This might similar to what you describe. 21 day high/low SD channel. The long/short criteria is established when touching the new 21 day highs or lows. Fetcher[ set{var,cstddev(close,21)} set{var1,close + var} set{var2,close - var} set{var3,var * 2} set{var4,close + var3} set{var5,close - var3} draw var1 21 day high on plot price draw var2 21 day low on plot price set{long,count(var2 at 21 day low,1)} set{short,count(var1 at 21 day high,1)} draw long draw short on plot long close above 1 VOLUME ABOVE 100000 ]

StockFetcher Forums · Filter Exchange · can someone help me write a custom standard deviation filter for sf

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