StockFetcher Forums · General Discussion · Scanning INtraday moving average cross overs<< >>Post Follow-up
mhashe
13 posts
msg #33170
Ignore mhashe
9/7/2004 9:52:13 PM

How would I scan for a sma(1) crossed above sma(2) within the past 5 days in a 20 day 20 min timeframe.

Is this possible with the current stockfetcher?


kgriffen
49 posts
msg #33175
Ignore kgriffen
9/8/2004 3:13:29 AM

There is no intraday data on SF.

-kg


robdavis
69 posts
msg #33179
Ignore robdavis
9/8/2004 12:14:43 PM

Mhashe,

As always, there is a way. I would take a 2-step approach. I'd do it in two steps. First, I'd use SF to obtain EOD data, to find stocks that meet your criteria, and second, i.e. next, once I have a short list (of stocks), I'd go to Prophet.net and use their 20-minute intraday charts on stocks your SF filter has selected.

I hope this helps.

Rob


alf44
2,025 posts
msg #33187
Ignore alf44
9/8/2004 7:20:06 PM

mhashe,

you asked...

"How would I scan for a sma(1) crossed above sma(2) within the past 5 days in a 20 day 20 min timeframe.

Is this possible with the current stockfetcher?"

--------------------------------------

If you're asking...can you scan for intra-day MA crossovers per se then the answer is NO !

If you're asking...can you somehow convert Daily timeframes and MA periods to approximate the intra-day 20min. timeframe the answer is YES...sort of ! :)

First...to convert MA periods between timeframes you need to know what MA period you are trying to convert from...and...what timeframes...in your case a "20 minute timeframe" to a Daily timeframe. (if I understand you correctly)

Next, you need to know how many of those periods makeup the period/timeframe you are trying to convert from.

That is...how many 20 min. periods make up 1 trading day.

Well, there are 390 mins. (6.5hrs. X 60mins. = 390) in a trading day !

So...there are then 19.5 "20min. periods" (390min./20min. = 19.5) in a trading day !

Now...if you want to convert a Daily timeframe (390mins.) into a 20 min. timeframe both time frames need to be expressed in minutes.

Example:

20min. / 390min. = .05128

...if you multiply .05128 times the Moving Average length you are trying to convert...(ie. from a 20 min. timeframe to a Daily timeframe)...you will get the Daily timeframe equivalent of the 20 min. timeframe MA.

Keep in mind, you can't display anything less than a 1 period MA on a Daily chart and you can't display fractions of a day...DUH ! :)

So...

20min./390min. = .05128

.05128 X 20 period MA = 1.0256MA (on a Daily Chart to equal a 20MA on a 20min. Chart)

in other words...

A 1 period MA on a Daily would "approximate" a 20 period MA on a 20 min. chart!
A 2 period MA on a Daily would "approximate" a 40 period MA on a 20 min. chart!
A 3 period MA on a Daily would "approximate" a 60 period MA on a 20 min. chart!

--------------------------------------------------

To then scan for stocks whose MA(20) had crossed above their MA(40) on a 20 minute timeframe in the last 5 days...AND to do that within a Daily timeframe...would require you to look for Daily MA(1) crossed above Daily MA(2) occurrences.

Fetcher[Show all stocks where MA(1) crossed above MA(2) within the last 5 days]



Hope this helps !



alf44 :8^)







StockFetcher Forums · General Discussion · Scanning INtraday moving average cross overs<< >>Post Follow-up

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