StockFetcher Forums · General Discussion · What does it mean ?<< 1 2 >>Post Follow-up
tanveer
10 posts
msg #96243
Ignore tanveer
9/13/2010 10:18:14 PM

Hi guys, apologise for the total noob Q but what do the three numbers that follow historical volatility represent ?

Historical Volatility(20,7,365) for ex ? ... What are the last 3 numbers indicating ?

Emm also is this the best filter for Volatile stocks ? Or is there something better ? ( trying to find stocks with high intraday fluctuations)

Thanks a ton !
Tanveer

tomm1111
198 posts
msg #96244
Ignore tomm1111
9/13/2010 10:35:08 PM

Welcome to the forums. This might be what you are looking for.

http://forums.stockfetcher.com/sfforums/?q=view&fid=1006&tid=34499&qrid=&isiframe=

tanveer
10 posts
msg #96248
Ignore tanveer
9/13/2010 10:58:39 PM

Hey thanks, yes I did see that link however I am not quiet sure what the difference between the period and trading period is. Also when i type historical volatility by itself it shows up with three numbers at the end instead of 2 as mentioned in the link.

Thanks
Tanveer

tomm1111
198 posts
msg #96252
Ignore tomm1111
modified
9/14/2010 12:01:21 AM

I agree, it is a bit vague.

Eman93
4,659 posts
msg #96253
Ignore Eman93
9/14/2010 12:12:15 AM

do you want percent or dollars?

here is dollars the display is open then columns of profit above open in the last 100 days

/* TRO STAT SCAN - GREEDIER BASTARD COUNT - MUDDY */

set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{ClxCl , CCa - CCb}

add column ClxCl

set{volcnt, count(volume above 1000000, 100) }
set{volzero, count(volume equal 0, 100) }

/* Long Profit Percent Statistics Display */

set{HiOp, high - open}
set{Long_Profit, HiOp }

set{B0A, count(Long_Profit > .05 , 100)}
set{B1A, count(Long_Profit > .1 , 100)}
set{B2A, count(Long_Profit > .2 , 100)}
set{B3A, count(Long_Profit > .3 , 100)}
set{B4A, count(Long_Profit > .4, 100)}
set{B5A, count(Long_Profit > .5, 100)}
set{B10A, count(Long_Profit > 1.00 , 100)}
set{B20A, count(Long_Profit > 2.00 , 100)}
set{B50A, count(Long_Profit > 5.00, 100)}

SET{GREED, B0A - B1A}

add column HiOp
ADD COLUMN GREED
and add column B0A {OVER.05}
and add column B1A {OVER.10}
and add column B2A {OVER.20}
and add column B3A {OVER.30}
and add column B4A {OVER.40}
and add column B5A {OVER.50}
and add column B10A {OVER1.00}
and add column B20A {OVER2.00}
and add column B50A {OVER5.00}

and add column separator

and add column volcnt
and add column volzero

/* SELECTION CRITERIA */

close is between 1 and 50
average volume(10) above 250000

sort column 12 descendin

tanveer
10 posts
msg #96255
Ignore tanveer
9/14/2010 9:12:44 AM

Thanks for that Eman, however I have no idea what that is lol. BTW any one know what the three numbers after Historical Volatility Represent ?

Thanks
tj

four
3,994 posts
msg #96256
Ignore four
9/14/2010 11:52:19 AM

From the manual...

page 73, http://www3.stockfetcher.com/download/sfuserguide2_0.pdf

Historical Volatility
Parameters
Period (number of days used to compute the measure)
TradingPeriod (1=days, 7=weeks)
Usage
Historical Volatility(Period, TradingPeriod)
Description
Historical volatility uses the standard deviation of a stock’s price to measure the volatility of the
stock. Additionally, historical volatility is often expressed in daily, weekly or monthly terms.
Examples
Show stocks where the Historical Volatility(100,1) is below 10

four
3,994 posts
msg #96257
Ignore four
9/14/2010 11:54:01 AM

tanveer
msg #96243
- Ignore tanveer 9/13/2010 10:18:14 PM

Hi guys, apologise for the total noob Q but what do the three numbers that follow historical volatility represent ?

Historical Volatility(20,7,365) for ex ? ... What are the last 3 numbers indicating ?

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

tanveer,
Give us the location for this... Historical Volatility(20,7,365)

tanveer
10 posts
msg #96260
Ignore tanveer
modified
9/14/2010 5:09:00 PM

Thanks that really helps. No sarcasm would've just made it better. Oh well you did help me so thanks none the less.

Later
tj

four
3,994 posts
msg #96262
Ignore four
modified
9/14/2010 10:33:05 PM

No sarcasm

glad to help

just wanted to know where the '365' {3rd number) came from

thanks.

StockFetcher Forums · General Discussion · What does it mean ?<< 1 2 >>Post Follow-up

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