StockFetcher Forums · Filter Exchange · /* TRO STAT SCAN - OPEN TO HIGH */<< 1 2 3 >>Post Follow-up
TheRumpledOne
6,407 posts
msg #58650
Ignore TheRumpledOne
modified
1/1/2008 12:17:52 AM

Fetcher[
/* Yesterday's Close to Today's High Stat Filter (100 Days) */


set{HiOp, high - open}
set{xPP, high - close 1 day ago}
set{ MaxPP , xPP 100 day high }
set{ MinPP , xPP 100 day low }
set{ AvgPP , CMA( xPP , 100 ) }

set{B00A, count(xPP > .00 , 100)}
set{B25A, count(xPP > .25 , 100)}
set{B50A, count(xPP > .50 , 100)}
set{B75A, count(xPP > .75 , 100)}

add column Open
add column High
add column Low
add column separator
add column Close Yesterday
add column separator
add column xPP
and add column HiOp 100 day low
add column MaxPP
add column AvgPP
add column MinPP
and add column B00A {>.00}
and add column B25A {> .25}
and add column B50A {> .50}
and add column B75A {> .75}
and add column separator


/* SELECTION CRITERIA */

Volume above 100000

count(high equal open, 100) equal 0

sort column 11 descending

/* Notes: xPP = Potential Profit */
]



I added this line to the selection criteria:

count(high equal open, 100) equal 0

I believe that finds the stocks you are really looking to find.



jimhbutton
104 posts
msg #58654
Ignore jimhbutton
1/1/2008 10:46:31 AM

TRO,

A thousand thanks to you kind sir.

I was unwittingly beating my head all yesterday against the PP wall, oblivious to its Pivot Point status!

I appreciate your added tweaks as well.

You are a God-send.

Have a wonderful New Year's day.

Thank you.

Jim

riro
25 posts
msg #58658
Ignore riro
1/1/2008 2:52:45 PM

Happy new years Avery !
I love the way this filter shows statistical probability of profit. The less profit your willing to take, the higher your probability of a success trade. Thank you TRO,
for your willingness to help traders like me, learn how to trade successful.

TheRumpledOne
6,407 posts
msg #58679
Ignore TheRumpledOne
1/2/2008 12:07:22 AM

You're welcome.

chip
67 posts
msg #58748
Ignore chip
1/4/2008 4:47:57 PM

TRO is the best!

jimhbutton
104 posts
msg #58862
Ignore jimhbutton
1/10/2008 2:46:50 AM

TRO,

I am trying to build an additional filter as an adjunct to your OPEN TO HIGH that gives me the following twelve column info (providing for the # of times that the stock in the past 100 trading days has fallen within the following):

< 0 0-10% 11-20% 21-30% 31-40% 41-50% 51-60%


61-70% 71-80% 81-90% 91-100% >100

The following will hopefully demonstrate where I'm at, and where I'm not at, in this process.

Fetch[ /* Open to High % Stat Filter for Past 100 Trading Days */

set{xPP, high - open}

set{B00A, count(xpp < .00, 100)}
set{B01A, count(xPP > .00 , xPP < .11 , 100)}
set{B02A, count(xPP > .10 , xPP < .21 , 100)}
set{B03A, count(xPP > .20 , xPP < .31 , 100)}
set{B04A, count(xPP > .30 , xPP < .41 , 100)}
set{B05A, count(xPP > .40 , xPP < .51 , 100)}
set{B06A, count(xPP > .50 , xPP < .61 , 100)}
set{B07A, count(xPP > .60 , xPP < .71 , 100)}
set{B08A, count(xPP > .70 , xPP < .81 , 100)}
set{B09A, count(xPP > .80 , xPP < .91 , 100)}
set{B10A, count(xPP > .90 , xPP < 1.01 , 100)}
set{B11A, count(xPP > 1.00)}

and add column B00A {< 0}
and add column B01A {0-10%}
and add column B02A {11-20%}
and add column B03A {21-30%}
and add column B04A {31-40%}
and add column B05A {41-50%}
and add column B06A {51-60%}
and add column B07A {61-70%}
and add column B08A {71-80%}
and add column B09A {81-90%}
and add column B10A {91-100%}
and add column B11A {> 100}
and add column separator

/* SELECTION CRITERIA */

and Average Volume > 100000

SYMLIST( )

/* SORT CRITERIA */

/* Notes: xPP = Potential Profit */ ]

My debugger spits out the following:

Count: 'xpp > .00 , xpp < .11 ' too many phrases within count construct
Count: 'xpp > .00 , xpp < .11 ' too many phrases within count construct
Count: 'xpp > .00 , xpp < .11 ' too many phrases within count construct
Count: 'xpp > .00 , xpp < .11 ' too many phrases within count construct

... etc.

Are there any other ways to phrase these counts without violating syntax?

I appreciate any help that you can offer.

Thank you,

Jim






nikoschopen
2,824 posts
msg #58863
Ignore nikoschopen
1/10/2008 3:09:44 AM

Count: 'xpp > .00 , xpp < .11 ' too many phrases within count construct

Count(xpp between 0.00 and 0.11,100)
Count(xpp between 0.12 and 0.21,100)
Count(xpp between 0.22 and 0.31,100)
and so on & so forth...

jimhbutton
104 posts
msg #58874
Ignore jimhbutton
1/10/2008 11:20:29 AM

nikoschopen,

Thank you for the solution.

Jim

jimhbutton
104 posts
msg #58875
Ignore jimhbutton
1/10/2008 11:55:45 AM

TRO or nikoschopen,

My filter is still glitching. Below is an abbreviated edition to avoid the 10 { } limit that pops up with some inaugural scan building. The debug comments are included:

/* Open to High % Stat Filter for Past 100 Trading Days */

set{xPP, high - open} OK
set{B01A, count(xPP between .00 and .10 , 100) OK
set{B02A, count(xPP between .11 and .20 , 100)} OK
set{B03A, count(xPP between .21 and .30 , 100)} OK
set{B04A, count(xPP between .31 and .40 , 100)} OK

... etc. Here's where it gets funky:

and add column B01A {0-10} Error: Syntax error in filter. Variable: 'count(xpp' undefined Warning: 'b01a' Syntax Error: count(xpp between .00 and .10 , 100) and set{b02a, count(xpp between .11 and .20 , 100)

and add column B02A {11-20} Error: Syntax error in filter. Warning: 'b01a' Syntax Error: count(xpp between .00 and .10 , 100) and set{b02a, count(xpp between .11 and .20 , 100)

and add column B04A {31-40} Error: Syntax error in filter. Warning: 'b01a' Syntax Error: count(xpp between .00 and .10 , 100) and set{b02a, count(xpp between .11 and .20 , 100)

and add column separator Error: Syntax error in filter. Warning: 'b01a' Syntax Error: count(xpp between .00 and .10 , 100) and set{b02a, count(xpp between .11 and .20 , 100)

and Average Volume > 100000 Error: Syntax error in filter. Warning: 'b01a' Syntax Error: count(xpp between .00 and .10 , 100) and set{b02a, count(xpp between .11 and .20 , 100)

SYMLIST( ) Error: Syntax error in filter. Warning: 'b01a' Syntax Error: count(xpp between .00 and .10 , 100) and set{b02a, count(xpp between .11 and .20 , 100)

I piddled around with the numbers initially, thinking that the syntax error had something to do with overlapping my original set of numbers but that doesn't seem to be the case.

If you get some free time could you give it a look at your convenience? Your expertise is appreciated.

Jim

nikoschopen
2,824 posts
msg #58881
Ignore nikoschopen
1/10/2008 12:35:55 PM

You left out the duration in the last line:
set{B11A, count(xPP > 1.00,100)}

Fetcher[
/* Open to High % Stat Filter for Past 100 Trading Days */

set{xPP, high - open}

set{B00A, count(xPP below 0.00, 100)}
set{B01A, count(xPP between 0.00 and 0.11,100)}
set{B02A, count(xPP between 0.10 and 0.21,100)}
set{B03A, count(xPP between 0.20 and 0.31,100)}
set{B04A, count(xPP between 0.30 and 0.41,100)}
set{B05A, count(xPP between 0.40 and 0.51,100)}
set{B06A, count(xPP between 0.50 and 0.61,100)}
set{B07A, count(xPP between 0.60 and 0.71,100)}
set{B08A, count(xPP between 0.70 and 0.81,100)}
set{B09A, count(xPP between 0.80 and 0.91,100)}
set{B10A, count(xPP between 0.90 and 1.01,100)}
set{B11A, count(xPP above 1.00,100)}

add column B00A {x<0%}
add column B01A {x>0%}
add column B02A {x>10%}
add column B03A {x>20%}
add column B04A {x>30%}
add column B05A {x>40%}
add column B06A {x>50%}
add column B07A {x>60%}
add column B08A {x>70%}
add column B09A {x>80%}
add column B10A {x>90%}
add column B11A {x>100%}
add column separator
]



StockFetcher Forums · Filter Exchange · /* TRO STAT SCAN - OPEN TO HIGH */<< 1 2 3 >>Post Follow-up

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