StockFetcher Forums · General Discussion · Please Correct This Filter<< >>Post Follow-up
wkloss
230 posts
msg #107649
Ignore wkloss
8/15/2012 5:52:21 PM

I'm trying to develop an end of day filter which shows days where SPY is 1.5% or more above its previous day's close.

My filter reads and edit says its ok but I wonder if it is.

Close is above the Day Position(1.015,1)
apply to symlist(SPY)
draw Day Position(1.015,1)

Is it correct?




Kevin_in_GA
4,553 posts
msg #107651
Ignore Kevin_in_GA
8/15/2012 6:17:55 PM

Day position only goes as high as 1.0

Why not this?

Fetcher[
symlist(spy)
close more than 1.5% above close 1 day ago
]



or

Fetcher[
symlist(spy)
set{trigger, close 1 day ago * 1.015}
close above trigger
]



wkloss
230 posts
msg #107658
Ignore wkloss
8/15/2012 11:12:07 PM

Thanks. That fixed it.

The purpose of this filter is that any day SPY moves 1.5% or more, the next day trade VWO in the opposite direction of the SPY move (if SPY was up today, short VWO tomorrow).

StockFetcher Forums · General Discussion · Please Correct This Filter<< >>Post Follow-up

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