StockFetcher Forums · Filter Exchange · rsi 2 - daily and weekly<< 1 2 3 >>Post Follow-up
dangreene
133 posts
msg #91162
Ignore dangreene
4/14/2010 8:35:26 AM

If I understand correctly this may be the answer you are looking for.

See the last line of your filter "weekly rsi(2) is less than 28"

I think you want "last" weeks RSI(2) to be lesss than 28.

- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -

Fetcher[OFFSET 2/12/2010
symlist(spy)

draw weekly RSI(2) on plot rsi(2)
add column Weekly RSI(2)
Weekly RSI(2) is greater than weekly rsi(2) 1 day ago
weekly rsi(2) 1 day ago is less than 28
]





dm1518
15 posts
msg #91163
Ignore dm1518
4/14/2010 8:55:26 AM

Hi dangreene,

Thanks for the quick response. Unfortunately, it gives me SPY for many days, but nothing on the 8th of Feb. That's the noticeable rise day in Weekly RSI(2) that I'm trying to isolate.

The last day that it gives me is the 9th, then it skips to 2/3/10.


Fetcher[OFFSET 2/8/2010
symlist(spy)

draw weekly RSI(2) on plot rsi(2)
add column Weekly RSI(2)
Weekly RSI(2) is greater than weekly rsi(2) 1 day ago
Weekly RSI(2) 1 day ago is less than 28
]




dangreene
133 posts
msg #91165
Ignore dangreene
modified
4/14/2010 9:37:15 AM

Edited to emphasize the word "ILLUSTRATE" only.
--------------------------------------------------------------------

Seems the problem is in mixing "DAILY" and "WEEKLY" values.

Take a look at the following to ILLUSTRATE weekly values for a particular day.


Fetcher[OFFSET 2/8/2010

set{lastweek, weekly RSI(2) 1 day ago}
set{thisweek, weekly RSI(2)}

APPLY to watchlist(WL1)

draw weekly RSI(2) on plot rsi(2)

/* Weekly RSI(2) is greater than weekly rsi(2) 1 day ago
Weekly RSI(2) 1 day ago is less than 28 */

add column lastweek
add column thisweek
]




dm1518
15 posts
msg #91166
Ignore dm1518
4/14/2010 10:13:46 AM

Still nothing...


Fetcher[OFFSET 2/8/2010

set{lastweek, weekly RSI(2) 1 day ago}
set{thisweek, weekly RSI(2)}

APPLY to symlist(spy)

draw weekly RSI(2) on plot rsi(2)
and thisweek is above lastweek
weekly rsi(2) 1 day ago is less than 28

add column lastweek
add column thisweek
]



(Had to change yours a bit.)

dm1518
15 posts
msg #91174
Ignore dm1518
modified
4/14/2010 12:25:15 PM

The 'weekly rsi(2) > weekly rsi(2) 1 day ago' seems to work for some symbols, but not for others. (works for DBB on the 8th, but not for SPY). Wish I knew why... it'd really help me out. **But very appreciative dangreen**.

Also (4, below) - very useful. That might be why we're not seeing certain results displayed... But I still don't quite understand (this is still my first year using SF). Even without using the date offset command, I'm getting false positives quite frequently... displaying results even when there actually was no rise, or getting results even when the weekly rsi(2) is above 25. This seems to be one indicator that I like using (esp for indexes and broad ETFs), but as of now, the results need to be actively monitored.

four
3,995 posts
msg #91313
Ignore four
modified
4/16/2010 11:27:12 PM

Why do my weekly measures not match filter results?

http://help.stockfetcher.com/sfhelp/?id=100296&isiframe=&isiframe=

----

Typically, this issue is related to a date offset phrase used in your filter with weekly measures.

Weekly measures are computed using "Monday through Friday" data. When you use date offset it is possible that your filter will not end on the last day of the week (Tuesday for example.) Because date offset was designed to simulate results as they would have been on that date, only Monday through Tuesday of that week would be used.

Because StockFetcher charts are continuous to the most recent day (with date offset regions shaded) the charts compute weekly data using the full week. For this reason, there may be a mismatch between what your filter is reporting and how the chart appears. However, your filter results are correct for the specified date offset.

----

Fetcher[
set{rsi1.5, rsi(0)+rsi(2)}
set{rsi2x, rsi1.5/1.3}
set{rsi3x, ersi(100)}
set{cross, rsi2x crossed above rsi3x}
draw cross
symlist(spy)
/*
volume > 1000000
close between 1 and 5
rsi(2) < 50 1 day ago
*/
]



StockFetcher Forums · Filter Exchange · rsi 2 - daily and weekly<< 1 2 3 >>Post Follow-up

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