StockFetcher Forums · Filter Exchange · hot math question...<< 1 2 >>Post Follow-up
maxbasily
57 posts
msg #53234
Ignore maxbasily
7/18/2007 2:58:27 PM

Iīll try that with the pct away. hope stockfetcher gets the picture if I write it in the filter just like that.
in any case you were an immense help!!thanks a lot...

(if you want a real challenge - whatīs the formula for calculating when the price is going to cross the upper/lower bollinger band (20) next day?) now thatīs something I havenīt even dared thinking about since you have the volatility variable which is not fix like an MA...

Dan-o
19 posts
msg #53370
Ignore Dan-o
7/23/2007 4:23:19 PM

Oh man, I thought I was off the hook after the MA(5) calc! Will take a crack at it, I think it's only algebra.

Dan-o

maxbasily
57 posts
msg #53384
Ignore maxbasily
7/24/2007 7:24:16 AM

good luck!..with my weirdo ideas youīll get yourself a Nobel Prize in mathematics...))

miko
68 posts
msg #53406
Ignore miko
7/24/2007 1:28:21 PM

In case Dan-o's solution isn't clear, the crossover for the next day's n-bar simple moving average is today's (n-1)-bar moving average -- the 4 day moving average determines the crossover for the next day's 5 day moving average. This is logical because you are dropping the last day's value -- if you replace it with the same value of the (n-1) average, voila, equality.

Dan-o
19 posts
msg #53886
Ignore Dan-o
8/6/2007 9:14:52 PM

Hey Maxbasily,

I don't think we'll be able to generate a price level that will indicate where the stock must be tomorrow to just scrape the upper Bollinger Band. The Bollinger Band calculation uses a "typical price," usually (high + low + close)/3. There are three unknowns in this case and although you could come up with the value of tomorrow's "typical price," the combination of high, low, and close could be anything. You could set up a screen that you run during the trading day where you could see if a stock's high has touched the upper BB within the last x days. Something like this, maybe (not exact SF syntax, but you get the drift):

variable x counts the number of times high has been equal or greater to the upper BB within the last y days lag one day

if x=0 then show stocks where (today's) high has touched upper BB

Basically, you're checking the stock's highs through yesterday's close. You only want to see stocks that are hitting the upper BB today for the first time in a while, hence we throw out any stocks where the count of our condition is 1 or greater (stock has hit upper BB at some point in our lookback period). Add salt and pepper to your liking, hope this can help.

Dan-o


maxbasily
57 posts
msg #53916
Ignore maxbasily
8/8/2007 7:14:21 PM

hi Dan-O, puuh, what a response..I see, basically the problem is that "typical" price moves around intraday.

well I guess Iīll have to be glued to the screen..thx for ur support!

StockFetcher Forums · Filter Exchange · hot math question...<< 1 2 >>Post Follow-up

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