benjamine_df
7 posts
msg #80185
- Ignore benjamine_df |
9/27/2009 9:06:06 PM
I am trying to write this filter and it does not work as expected. I would be glad if one of the experts in this forum can help me out. I am trying to find Fast Stochastic(5,3) Fast %K drops from above 75 to below 25. I tried various filters
Show stocks where Fast Stochastic(5,3) Fast %K dropped 50 points over last 2 days
This kind of works, but if I use this in backtest for exit criteria, it always triggers one day after this event happens.
Also if I try to add additional criteria for the same %K the query does not return anything
example
Show stocks where Fast Stochastic(5,3) Fast %K dropped 50 points over last 2 days
and Fast Stochastic(5,3) Fast %K is greater than 75 within last 2 days
Another issue with dropped over last 2 days query is, it literally compares 2 days start & end, if the drop happens within one day it does not trigger. I want to get triggered if the drop happens from start day to any one of days until nth day, not just nth day. How do we do that?
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