StockFetcher Forums · General Discussion · Finding Gaps in Date Range<< 1 2 >>Post Follow-up
allenforsythe
5 posts
msg #31579
Ignore allenforsythe
4/1/2004 8:34:08 AM

Hi,

Sorry if this has already been answered elsewhere but I couldn't find it. I'm interested in finding stocks that gapped up between 5 and 10 days ago in one search. I've tried several approaches without success. Any ideas?

Thanks!

Allen


DasKapital
36 posts
msg #31580
Ignore DasKapital
4/1/2004 9:32:32 AM

Hi Allen,

Simple gaps can be screened by the following:

Gap up
Fetcher[low is greater than high 1 day ago]



Gap down
Fetcher[high is below low 1 day ago]



However, these screens would conceivably find gaps as small as 1 cent (and more, of course). I'm thinking you probably want gaps of greater significance.

And, since you want gaps that occurred 5 to 10 days ago,
you might use:

Gap up
Fetcher[set{gap_up,days(low is greater than 5% above high 1 day ago)}and gap_up is between 5 and 10 and add column gap_up and sort column 5 ascending]



Gap down
Fetcher[set{gap_dn,days(high is greater than 5% below low 1 day ago)}and gap_dn is between 5 and 10 and add column gap_dn and sort column 5 ascending]



Of course, you can change the % value to your liking; add some price and volume criteria to narrow down the list, and enjoy!!

DK


allenforsythe
5 posts
msg #31592
Ignore allenforsythe
4/2/2004 8:30:22 AM

Thanks a lot! Looks good.

Allen


mzq8
4 posts
msg #31601
Ignore mzq8
4/3/2004 7:21:25 AM

thanks DasKapital
I'm trying to add a condition to this filter where the gap up before 5 days only how ? and thanks for all


yepher
353 posts
msg #31673
Ignore yepher
4/10/2004 1:43:24 PM

On possibility is do something as simple as this and use offset to look back:

{ open > close 1 day ago and close > open }

Of course another way is to fill copy and paste this several times in to the same filter and use the days ago to create the range you want. I am sure there is a much more elegant way to do it but this would also work:

{ open 5 days ago > close 6 days ago and close 5 days ago > open 5 days ago
OR open 6 days ago > close 7 days ago and close 6 days ago > open 6 days ago }


I will leave the rest to you to copy and paste.


yepher
353 posts
msg #31674
Ignore yepher
4/10/2004 1:45:08 PM

Oops, sorry for the late post.. I did not see you had already got the reply DOH!!!


hkay
2 posts
msg #31675
Ignore hkay
4/10/2004 1:55:02 PM

Is there a way other than copy and paste. Say to find gap stocks with say 2 times average volume within the last 30 days, the copy and paste work-around would be so cumbersome.

Thanks in advance for help


yepher
353 posts
msg #31678
Ignore yepher
4/10/2004 6:58:41 PM

Here is a little more elegant way to do it that does not require the cumbersome copy and paste and it probably the more correct solution:

Fetcher[close-to-open gap is above 0 in the last 10 days]




hkay
2 posts
msg #31778
Ignore hkay
4/17/2004 4:03:48 PM

Thanks a lot!


sbeckers
20 posts
msg #34079
Ignore sbeckers
11/23/2004 11:00:01 AM

The filter written above by DasKapital is what I am trying to do, but it doesn't work! Can anyone de-bug it?


StockFetcher Forums · General Discussion · Finding Gaps in Date Range<< 1 2 >>Post Follow-up

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