StockFetcher Forums · General Discussion · filtering between two dates<< >>Post Follow-up
tim.jones
4 posts
msg #32651
Ignore tim.jones
7/21/2004 11:07:34 AM

Is there any way to specify a filter to run between two specific dates to determine the performance between those dates (i.e between say 3/21/2004 and 3/26/2004). All I see is a way to backtest is using the date offset but that only works from todays date to an earlier date.

Tim


cegis
235 posts
msg #32656
Ignore cegis
7/21/2004 2:40:21 PM

Tim,

When you run a filter with a date offset, the resulting list's "Performance" column header is a hot link, which, when clicked, pops up another window that will show you the 1 day, 2 day, 3 day, 4 day, 5 day, 1 week, 1 month, and to-date performance of the filters in the results for the offset date. (If the offset is less than any of these time frames, that time frame is not shown, for obvious reasons!<g>) Currently, this is the only way (that I am aware of) to do what you're looking for. I have made a request for a more flexible implementation, which SF has said "they are looking into". SF is very responsive to user requests, particularly when they get a lot of requests for the same feature...

HTH,

C


tim.jones
4 posts
msg #32657
Ignore tim.jones
7/21/2004 2:56:16 PM

yeah I know but like I said that goes from the current date. I am actually writing a python script to do what I need. Basically you would download a csv of a particular day your are looking at and give a 'to date' to the script and it would compute the performance using data from yahoo from that day to the 'to date'. This should be easier/cleaner to do once they open their internal API's and I can directly the data without having to download the csv.

Tim


cegis
235 posts
msg #32658
Ignore cegis
7/21/2004 3:40:43 PM

Tim,

The window I'm talking about shows performance from the offset date to offset +1, offset+2, etc. It also shows the comperable performance of the DJIA and Naz Comp. The Performance column on the filter results is from the offset date to today.

Are you looking for something like offset=3/1; show me performance from 3/5 to 3/15? If that's the case, then I don't think my request to SF for a more flexible Performance column will help you.

However, if you know the time period for which you want the performance (i.e., the time period doesn't change based on a given condition), you could always calculate it yourself directly in the filter. Try something like this:

Fetcher[
set{mygain,close - close 3 days ago}
set{temp,mygain / close 3 days ago}
set{mypct,temp * 100}

price 5 days ago is between 3 and 4

add column mygain
add column mypct

sort column 5 descending
]



What this filter does is this: By using the "5 days ago" phrase when selecting the stocks, it has a "built-in" 5 day offset. You could also add "date offset is 10" for a total of a 15 day offset.

You now can use the data from "4 days ago", "3 days ago", ..., today to calculate the stock's performance. In this case, I'm calculating the performance from two days after matching the filter to "today", or, in other words, a 3 day gain.

The "add column"s will show you your gain and gain percent in the filter results.

HTH,

C


cegis
235 posts
msg #32659
Ignore cegis
7/21/2004 3:43:43 PM

Geeze! I guess my last post will put my request for a time-selectable performance column on the back burner, huh Tom?

It's amazing what the mind can think of when it has enough time to work subconsciously!

C


tim.jones
4 posts
msg #32660
Ignore tim.jones
7/21/2004 4:13:30 PM

your assumption in the second paragraph is correct. Thanks for the filter but it is still relative to today as you mentioned. The script I am writing is actually not too bad and it will work for a specfic range of dates say from 3/1 to 3/15.

Tim


dsun920
2 posts
msg #32661
Ignore dsun920
7/21/2004 5:12:46 PM

I also had this thought before. Co-request.


StockFetcher Forums · General Discussion · filtering between two dates<< >>Post Follow-up

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