StockFetcher Forums · General Discussion · How to specify a "gap" parameter?<< >>Post Follow-up
novotny75
6 posts
msg #98278
Ignore novotny75
12/28/2010 9:55:51 PM


Hi,

Frequently stocks gap up (or down) when resuming trading the next day. I'm interested in adding some % qualifier for how large a gap can be between successive days. Ideally I wish to create a filter that will show stocks that have gained over 10% in the last 5 days where the average gap between days is less than 1% for instance.

Thanks, Jason

Eman93
4,659 posts
msg #98284
Ignore Eman93
12/29/2010 2:44:45 AM

See the never loose again thread.. all things gap.. or do a search on gap.

taylorsk
106 posts
msg #98290
Ignore taylorsk
12/29/2010 11:08:16 AM

Chetron Helped me with this one. NOt exactly what you are looking for, but it may help point you in the right direction. THis filter finds stocks that have gapped down at least 8% but not more than 30%

This is mor for finding larger gaps usually around a fundamental event( earnngs etc) and then playing either the fill or shorting once it does fill...

I have set a colum for ALERt that calculates the price when price approaches filling the gap. This is when I would pook for a turn in the 5 EMA and look to go short.

As I said not exactly what you are looking for but perhaps might give you some gap ideas. Notice how X is A+B?
THis is how I specify that it must be between the 8% and 30% gap range....
Fetcher[
SET{A1, LOW 1 DAY AGO}
SET{A2, OPEN}
SET{A3, OPEN / A1}
SET{A, COUNT(A3 ABOVE .70,1)}
SET{B, COUNT(A3 BELOW .92,1)}
SET{X, A + B}
SET{ALERT, A1*.99}
SHOW STOCKS WHERE X EQUALS 2
SHOW STOCKS WHERE ALERT IS GREATER THAN 5
and close is above 15

add column A1
add column ALERT
sort by column 3 descending
]



TheRumpledOne
6,362 posts
msg #98316
Ignore TheRumpledOne
12/30/2010 8:04:48 AM

"See the never loose again thread.. all things gap.. or do a search on gap."


LOSE not loose!!

NEVER LOOSE AGAIN sounds like a Loctite commercial.

straken
469 posts
msg #98318
Ignore straken
12/30/2010 9:52:30 AM

Ha! Or a kegel exercise video.

taylorsk
106 posts
msg #98329
Ignore taylorsk
12/30/2010 3:29:08 PM

HAha! God damn that is funny stracken!

Perhaps TRO has the statistic filter for % trades winners while doing kegels in the buy zone???

StockFetcher Forums · General Discussion · How to specify a "gap" parameter?<< >>Post Follow-up

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