StockFetcher Forums · General Discussion · Displaying days since highest high or lowest low for set period<< >>Post Follow-up
Toad
20 posts
msg #124433
Ignore Toad
7/19/2015 11:48:50 PM

I am trying to create a screener that will indicate the number of days since the lowest low of a certain time period (have it set to 100 days currently). What I created seems to indicate the days since the highest high or lowest low only if the high (or low) has no higher high (or lower low) in the 100 days proceeding it..the lowday / highday returns -1 if this is not the case. Not sure that makes sense, so let me give an example:

Stock A has a highest high 20 days ago and no higher highs 100 days prior to it (so effectively no higher highs than the 20 day one for 120 days from the present). My screener returns the correct value, 20.

Stock A has a lowest low 50 days ago and has a lower low 60 days prior to it (so effectively no lower lows than the 50 day one for 110 days from the present). My screener returns the value, -1. I want my screener to return 50 for this since the lowest low in the past 100 days is 50 days ago.


Here is the screener so far:

Fetcher[SP500
set{highday, days(high reached 100 day high, 100)}
set{lowday, days(low reached 100 day low, 100)}
add column highday
add column lowday
draw lowday
draw highday
chart-time is 100 days
]



Toad
20 posts
msg #124447
Ignore Toad
7/20/2015 10:35:14 PM

Nevermind the above question, I was able to figure out how to do this using the Aroon Up and Aroon Down

Fetcher[SP500
set{highday, 100 - Aroon Up(100)}
set{lowday, 100 - Aroon Down(100)}
add column highday
add column lowday
draw lowday
draw highday
chart-time is 100 days
]



dangreene
133 posts
msg #124476
Ignore dangreene
7/22/2015 7:29:07 AM

Toad,

Nice job.

StockFetcher Forums · General Discussion · Displaying days since highest high or lowest low for set period<< >>Post Follow-up

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