StockFetcher Forums · Filter Exchange · for the Rumpled One<< >>Post Follow-up
maxbasily
57 posts
msg #58463
Ignore maxbasily
12/24/2007 7:19:15 AM

hi Rumpled..long time no hear...

could you give me the TS easy language code for your gap-fill statistics filter (see below) -

how do I get it into radarscreen so it shows me the gap-fills (out of 100) ?
thx!! merry xmas!!


set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{absgap, abs(Xgapped)}

set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}

set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 100)}
set{gapdn100f, count(gapdnfilled > 0, 100)}

set{gapfilled, gapup100f + gapdn100f}


TheRumpledOne
6,362 posts
msg #58465
Ignore TheRumpledOne
modified
12/24/2007 9:39:35 AM

Use my SMAA Statistics indicator. You can get it on www.kreslik.com

You may also want to give the new TRO PLOT ACCUMULATOR a look.

maxbasily
57 posts
msg #58500
Ignore maxbasily
12/25/2007 9:37:26 AM

thank you.

I downloaded all the Eld s..

however, what I need is just a short code for TS backtesting to :

BUY a list of stocks at the open ONLY if gap is down
SELL a list of stocks at the open ONLY if gap is up

and CLOSE All Position at end of day

how do I backtest this in TS?? 'cause stockfetcher doesn' t recognize intraday which way the gap openend

thx

TheRumpledOne
6,362 posts
msg #58501
Ignore TheRumpledOne
modified
12/25/2007 9:54:49 AM

Write a STRATEGY to backtest in TradeStation.

I thought SF intraday data was delayed by 15 - 20 minutes. Doesn't SF process the current data after that?




maxbasily
57 posts
msg #58513
Ignore maxbasily
12/25/2007 2:21:19 PM

tht' s the whole point. I don't get this TS code..every time they force me to put in "buy next bar", but I want it to buy THIS BAR, but only if the GAP is DOWN this bar...

and CLOSE if gap is filled.../or if a -5% stop is hit

can you help me here with the right TS code??you can mail it to my private email maxbasily@gmail.com if you want "to avoid hassles"

thx
max

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