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ddfridd
40 posts
msg #33117
Ignore ddfridd
9/4/2004 6:46:51 AM

Find stocks where close has varied no more than + or - 10% in the last 45 days


Purpose: to find dead-in-the-water stocks (that might be prone to breakout)

Thanks in advance!


robdavis
69 posts
msg #33119
Ignore robdavis
9/4/2004 2:57:44 PM

Ddfridd,

I suggest you make it simple and write,
Fetcher[Show stocks where close is between 1 and 250
and volume 30 day low is above 50000
and close divided by close 1 day ago is between 0.9 and 1.1
and close divided by close 2 day ago is between 0.9 and 1.1
and close divided by close 3 day ago is between 0.9 and 1.1
and close divided by close 4 day ago is between 0.9 and 1.1
and close divided by close 5 day ago is between 0.9 and 1.1
and close divided by close 6 day ago is between 0.9 and 1.1
and close divided by close 7 day ago is between 0.9 and 1.1
and close divided by close 8 day ago is between 0.9 and 1.1
and close divided by close 9 day ago is between 0.9 and 1.1
and close divided by close 10 day ago is between 0.9 and 1.1
and close divided by close 11 day ago is between 0.9 and 1.1
and close divided by close 12 day ago is between 0.9 and 1.1
and close divided by close 13 day ago is between 0.9 and 1.1
and close divided by close 14 day ago is between 0.9 and 1.1
and close divided by close 15 day ago is between 0.9 and 1.1
and close divided by close 16 day ago is between 0.9 and 1.1
and close divided by close 17 day ago is between 0.9 and 1.1
and close divided by close 18 day ago is between 0.9 and 1.1
and close divided by close 19 day ago is between 0.9 and 1.1
and close divided by close 20 day ago is between 0.9 and 1.1
and close divided by close 21 day ago is between 0.9 and 1.1
and close divided by close 22 day ago is between 0.9 and 1.1
and close divided by close 23 day ago is between 0.9 and 1.1
and close divided by close 24 day ago is between 0.9 and 1.1
and close divided by close 25 day ago is between 0.9 and 1.1
and close divided by close 26 day ago is between 0.9 and 1.1
and close divided by close 27 day ago is between 0.9 and 1.1
and close divided by close 28 day ago is between 0.9 and 1.1
and close divided by close 29 day ago is between 0.9 and 1.1
and close divided by close 30 day ago is between 0.9 and 1.1
and close divided by close 31 day ago is between 0.9 and 1.1
and close divided by close 32 day ago is between 0.9 and 1.1
and close divided by close 33 day ago is between 0.9 and 1.1
and close divided by close 34 day ago is between 0.9 and 1.1
and close divided by close 35 day ago is between 0.9 and 1.1
and close divided by close 36 day ago is between 0.9 and 1.1
and close divided by close 37 day ago is between 0.9 and 1.1
and close divided by close 38 day ago is between 0.9 and 1.1
and close divided by close 39 day ago is between 0.9 and 1.1
and close divided by close 40 day ago is between 0.9 and 1.1
and close divided by close 41 day ago is between 0.9 and 1.1
and close divided by close 42 day ago is between 0.9 and 1.1
and close divided by close 43 day ago is between 0.9 and 1.1
and close divided by close 44 day ago is between 0.9 and 1.1
and close divided by close 45 day ago is between 0.9 and 1.1
]


Alternatively, there is a better way, if you write,
Fetcher[Show stocks close is between 1 and 250
and volume 30 day low is above 50000
and close divided by close 1 day ago is between 0.95 and 1.05
and close divided by close 2 day ago is between 0.95 and 1.05
and close divided by close 3 day ago is between 0.95 and 1.05
and close divided by close 4 day ago is between 0.95 and 1.05
and close divided by close 5 day ago is between 0.95 and 1.05
and close divided by close 6 day ago is between 0.95 and 1.05
and close divided by close 7 day ago is between 0.95 and 1.05
and close divided by close 8 day ago is between 0.95 and 1.05
and close divided by close 9 day ago is between 0.95 and 1.05
and close divided by close 10 day ago is between 0.95 and 1.05
and close divided by close 11 day ago is between 0.95 and 1.05
and close divided by close 12 day ago is between 0.95 and 1.05
and close divided by close 13 day ago is between 0.95 and 1.05
and close divided by close 14 day ago is between 0.95 and 1.05
and close divided by close 15 day ago is between 0.95 and 1.05
and close divided by close 16 day ago is between 0.95 and 1.05
and close divided by close 17 day ago is between 0.95 and 1.05
and close divided by close 18 day ago is between 0.95 and 1.05
and close divided by close 19 day ago is between 0.95 and 1.05
and close divided by close 20 day ago is between 0.95 and 1.05
and close divided by close 21 day ago is between 0.95 and 1.05
and close divided by close 22 day ago is between 0.95 and 1.05
and close divided by close 23 day ago is between 0.95 and 1.05
and close divided by close 24 day ago is between 0.95 and 1.05
and close divided by close 25 day ago is between 0.95 and 1.05
and close divided by close 26 day ago is between 0.95 and 1.05
and close divided by close 27 day ago is between 0.95 and 1.05
and close divided by close 28 day ago is between 0.95 and 1.05
and close divided by close 29 day ago is between 0.95 and 1.05
and close divided by close 30 day ago is between 0.95 and 1.05
and close divided by close 31 day ago is between 0.95 and 1.05
and close divided by close 32 day ago is between 0.95 and 1.05
and close divided by close 33 day ago is between 0.95 and 1.05
and close divided by close 34 day ago is between 0.95 and 1.05
and close divided by close 35 day ago is between 0.95 and 1.05
and close divided by close 36 day ago is between 0.95 and 1.05
and close divided by close 37 day ago is between 0.95 and 1.05
and close divided by close 38 day ago is between 0.95 and 1.05
and close divided by close 39 day ago is between 0.95 and 1.05
and close divided by close 40 day ago is between 0.95 and 1.05
and close divided by close 41 day ago is between 0.95 and 1.05
and close divided by close 42 day ago is between 0.95 and 1.05
and close divided by close 43 day ago is between 0.95 and 1.05
and close divided by close 44 day ago is between 0.95 and 1.05
and close divided by close 45 day ago is between 0.95 and 1.05
]


And then, there is even a better way, if you write,
Fetcher[Show stocks where close is between 1 and 250
and volume 30 day low is above 50000
and close divided by close 1 day ago is between 0.975 and 1.025
and close divided by close 2 day ago is between 0.975 and 1.025
and close divided by close 3 day ago is between 0.975 and 1.025
and close divided by close 4 day ago is between 0.975 and 1.025
and close divided by close 5 day ago is between 0.975 and 1.025
and close divided by close 6 day ago is between 0.975 and 1.025
and close divided by close 7 day ago is between 0.975 and 1.025
and close divided by close 8 day ago is between 0.975 and 1.025
and close divided by close 9 day ago is between 0.975 and 1.025
and close divided by close 10 day ago is between 0.975 and 1.025
and close divided by close 11 day ago is between 0.975 and 1.025
and close divided by close 12 day ago is between 0.975 and 1.025
and close divided by close 13 day ago is between 0.975 and 1.025
and close divided by close 14 day ago is between 0.975 and 1.025
and close divided by close 15 day ago is between 0.975 and 1.025
and close divided by close 16 day ago is between 0.975 and 1.025
and close divided by close 17 day ago is between 0.975 and 1.025
and close divided by close 18 day ago is between 0.975 and 1.025
and close divided by close 19 day ago is between 0.975 and 1.025
and close divided by close 20 day ago is between 0.975 and 1.025
and close divided by close 21 day ago is between 0.975 and 1.025
and close divided by close 22 day ago is between 0.975 and 1.025
and close divided by close 23 day ago is between 0.975 and 1.025
and close divided by close 24 day ago is between 0.975 and 1.025
and close divided by close 25 day ago is between 0.975 and 1.025
and close divided by close 26 day ago is between 0.975 and 1.025
and close divided by close 27 day ago is between 0.975 and 1.025
and close divided by close 28 day ago is between 0.975 and 1.025
and close divided by close 29 day ago is between 0.975 and 1.025
and close divided by close 30 day ago is between 0.975 and 1.025
and close divided by close 31 day ago is between 0.975 and 1.025
and close divided by close 32 day ago is between 0.975 and 1.025
and close divided by close 33 day ago is between 0.975 and 1.025
and close divided by close 34 day ago is between 0.975 and 1.025
and close divided by close 35 day ago is between 0.975 and 1.025
and close divided by close 36 day ago is between 0.975 and 1.025
and close divided by close 37 day ago is between 0.975 and 1.025
and close divided by close 38 day ago is between 0.975 and 1.025
and close divided by close 39 day ago is between 0.975 and 1.025
and close divided by close 40 day ago is between 0.975 and 1.025
and close divided by close 41 day ago is between 0.975 and 1.025
and close divided by close 42 day ago is between 0.975 and 1.025
and close divided by close 43 day ago is between 0.975 and 1.025
and close divided by close 44 day ago is between 0.975 and 1.025
and close divided by close 45 day ago is between 0.975 and 1.025
]


The possibilities are endless.

One more thing: Click on the magnifying glass, not the filter, if these filters are too long for your browser.

I hope this helps.

Rob


robdavis
69 posts
msg #33121
Ignore robdavis
9/4/2004 4:13:12 PM

Ddfridd,

Alternatively, if you want either a better looking or more sophisticated filter (to find stocks where close has fluctuated no more than +/- 10 per cent in the last 45 days), I suggest you use this one...
Fetcher[
Set{C45,close 45 days ago}
set{H1,C45 * 1.1}
and set{L1,C45 * 0.9}
and set{Highest,H1+0.001}
and set{Lowest,L1 minus 0.001}
and set{45H,count(close is below Highest,45)}
and set{45L,count(close is above Lowest,45)}
and 45H is above 44.9
and 45L is above 44.9
and close is between 1 and 250
and volume 30 day low is above 50000
and add column Highest
and add column Lowest
]


I hope this helps.

Rob


yepher
353 posts
msg #33128
Ignore yepher
9/4/2004 10:16:58 PM

I am not clear on exactly what you mean by "Find stocks where close has varied no more than + or - 10% in the last 45 days".

I think that could be interrpreted in a few ways for instance:

Did you mean that the close 45 days ago is no more than 10% different compared to todays close and no close in the middle deviated more than 10% from that 45 day close as well.

or

Close to previous close value has not changed more than 10% over the past 45 Days. This would not seem to mean "dead in the water to me" so I expect you mean the previous example.

Assumming robdavis is correct and captured your intent here is simplified way you could write the filter

Fetcher[
close divided by close 1 day ago is between 0.9 and 1.1 for last 45 days
]



Of course salt with your own volume and price restirctions.

Another way to accomplish:
"find dead-in-the-water stocks (that might be prone to breakout)" and maybe a little more reliable is by using Bollinger Band Width.

This has been discussed a lot on this forum and should be fairly easy to locate many good examples of that. There is a really nice video presentation on stockfetcher's main page:

http://stockfetcher.com/stockdb/fetcher?p=mccmt




yepher
353 posts
msg #33130
Ignore yepher
9/4/2004 10:51:33 PM

jkiehle


You wrote: I was wondering...Flat for long periods but with a good daily swing.

Stockfetcher has a few terms that I think are exactly what you are looking for. Have a look at Slope and Lear Regression for the "Flat" part. Then for the "good daily swing" part have a look at these: Day Range / Average Day Range / Day Point Range


I hope this helps.


yepher
353 posts
msg #33132
Ignore yepher
9/4/2004 10:53:23 PM

sorry about the previous post. That is supposed to appear in a different thread :)




robdavis
69 posts
msg #33145
Ignore robdavis
9/5/2004 2:01:25 PM

Yepher and Ddfridd,

Issue #1: One needs to think twice before using the filter phrase "close divided by close 1 day ago is between 0.9 and 1.1 for last 45 days". Therefore, instead of saying,
Fetcher[
close divided by close 1 day ago is between 0.9 and 1.1 for the last 45 days
]


I'd say,
Fetcher[
close divided by close 1 day ago is below 1.1 for last 45 days
and close divided by close 1 day ago is above 0.9 for the last 45 days
]


See yesterday's post (of mine) under Comments, Bugs, and Requests.

Issue #2: Additionally, I suspect using either of these two filter phrases is probably against the wishes of Ddfridd, as he can end up owning stocks that drop (45 days * 10%/day =) 450% over the course of 45 days, because of our faults, A) because we failed to define absolute reference points, and B) because both of these filter phrases intend(ed) to tell the computer to compare daily closing prices for relative, not absolute, day-to-day changes; and this might be against the goals and wishes of Ddfridd.

I hope this helps.

Rob


ddfridd
40 posts
msg #33164
Ignore ddfridd
9/6/2004 11:55:23 PM

Thanks guys..appreciate the efforts..but..maybe I should put it another way..

simply..stock price hasn't changed very much at all in the last 45 days..lol..

the highest it's been in 45 days is no more than 5% above todays close..

the lowest it's been in 45 days is no less than -5% below todays' close..

TIA


cegis
235 posts
msg #33166
Ignore cegis
9/7/2004 10:07:06 AM

ddfridd,

Your statement of the condition is almost the filter. Why don't you give it a try! If you have a problem, post what you have, what you think the problem is, and we'll give you a bit o' help.

Hint: Try using "high 45 day high" and "low 45 day low".

HTH,

C

Give a man a fish, he eats for a day.
Teach a man to fish, he eats for a lifetime!


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