StockFetcher Forums · General Discussion · Average daily range.<< >>Post Follow-up
BigOh
23 posts
msg #32177
Ignore BigOh
5/25/2004 9:25:07 AM

I've trying to create a filter that will give the stocks that have an average daily range of 2 points of more. All I ever come up with is the stocks that moved 2 or more points the day before. I'm brand new to writing filters and the language doesn't seem to work with me to well. Any help would be great.



cegis
235 posts
msg #32179
Ignore cegis
5/25/2004 3:20:44 PM

BigOh,

I tried:

Fetcher[CMA(Day Point Range,30) is greater than 2]



but SF seems to use Day Range % instead of Day Point Range. Sounds like an issue for Tom (SF Support)!

HTH,

C


DasKapital
36 posts
msg #32180
Ignore DasKapital
5/25/2004 5:00:20 PM

Hi BigOh,

Here's a slightly different take on your request. Consider the number of times (occurences)that the daily range has exceeded 2, within the last 100 days. For stocks that have daily range >2, restrict the return list to stocks that have a daily range >2 70% of the time (ie, 70 days out of the last 100 days). Because the daily range chart is sorta choppy, smooth it out with a simple moving average of the daily range.

Fetcher[count(day point range is above 2.0,100)is above 70 and set{hi,high}and set{lo,low}and set{dif,hi - lo}and draw cma(dif,3)and do not draw dif and do not draw day point range]



Enjoy!

DK



BigOh
23 posts
msg #32276
Ignore BigOh
6/5/2004 3:51:36 PM

Thanks, I have been able to use both filters with pretty good results.


StockFetcher Forums · General Discussion · Average daily range.<< >>Post Follow-up

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