StockFetcher Forums · General Discussion · Gap Filter<< >>Post Follow-up
Gurok
7 posts
msg #121268
Ignore Gurok
8/5/2014 4:39:40 PM

Hello Everyone,

I am trying to create a filter that will check stocks or indices that have statistically gapped up or down from the previous day close, and close above or below the current days open(past 100 days)? So if a stock has gapped up from the previous day how many times did the stock price close above the open of the day? Hopefully that makes sense thanks.


djones000buck
206 posts
msg #121272
Ignore djones000buck
modified
8/5/2014 11:56:49 PM

Think this is what you are after from tro, just added some mods... Might want to do some validation I haven't used it in a while..

Fetcher[


/* gap fill statistics */

set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{absgap, abs(Xgapped)}

set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}

Set{closedup, count(open < close,1)}
Set{trigger1, count(xgapup 1 day ago > .9,1)}
Set{trigger2, count(closedup 1 day ago > .9,1)}
Set{trigger3, trigger1 + trigger2}
Set{trigger3c, count(trigger3 > 1.9,1)}
Set{xgapupcloseup, count(trigger3 > 1.9,100)}
Set{gapupcloseup, xgapupcloseup / gappedup100}

Set{closeddn, count(open > close,1)}
Set{trigger1a, count(xgapup 1 day ago > .9,1)}
Set{trigger2a, count(closeddn 1 day ago > .9,1)}
Set{trigger3a, trigger1a + trigger2a}
Set{trigger3d, count(trigger3a > 1.9,1)}
Set{xgapupclosedn, count(trigger3a > 1.9,100)}
Set{gapupclosedn, xgapupclosedn / gappeddn100}

set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 100)}
set{gapdn100f, count(gapdnfilled > 0, 100)}

set{gapfilled, gapup100f + gapdn100f}

/* DRAW PLOTS */

DRAW XGAPPED ON PLOT XGAPPED
And draw trigger3c
And draw trigger3d
/* DISPLAY COLUMNS */

and add column gappedup100
and add column gappeddn100
and add column gapfilled
and add column gapup100f
and add column gapdn100f
And add column gapupcloseup
And add column gapupclosedn
and add column cma(absgap, 100)
and add column absgap 100 day high
and add column absgap 100 day low

/* SELECTION CRITERIA */

CLOSE ABOVE 40
AVERAGE VOLUME(30) ABOVE 1000000
MARKET IS NASDAQ

/* SORT CRITERIA */

SORT COLUMN 7 DESCENDING

]



Edit added validation for you trigger3c should indicate the day before being gapupcloseup occurance.
Trigger3d should be gapupclosedn occurance..

djones000buck
206 posts
msg #121273
Ignore djones000buck
8/6/2014 12:00:16 AM

Specifically look at gapupcloseup and gapupclosedn columns

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