15minoffame
131 posts
msg #138201
- Ignore 15minoffame |
9/16/2017 2:23:17 PM
Does anyone know if there's a work around with SF to find out what stocks have had the most up months over the past year or two and its avg gain? If not, what other filtering services offer this capability?
Thanks!
Tuan
|
mahkoh
1,065 posts
msg #138205
- Ignore mahkoh
modified |
9/17/2017 4:38:55 AM
You can reference specific dates with the DATE function. Not sure how far back you can take this.
http://www.stockfetcher.com/forums/Indicators/Date-Based-References-DATE/126346/-1/126346
Statasearch has a monthly function, you could use its screener.
|
15minoffame
131 posts
msg #138210
- Ignore 15minoffame |
9/17/2017 2:43:13 PM
Hi Mahkoh,
Thanks for the suggestion. Do you know if StrataSearch has a count function like SF or is it only for backtesting?
Thanks again!
Tuan
|
Kevin_in_GA
4,599 posts
msg #138214
- Ignore Kevin_in_GA |
9/17/2017 4:11:52 PM
it does, and it is more versatile. It is called hadalert It is in the documentation but here is a synopsis:
Description:
The HadAlert formula can be used to determine the number of days a specified condition was true over a set number of days.
Example: hadalert ( close > open, 10 ) will return the number of days, out of the most recent 10, in which the close price was greater than the open price.
This can be combined with other formulae, such as ValueWhen() to make some interesting systems - dig into the documentation and you will learn a lot.
|
15minoffame
131 posts
msg #138220
- Ignore 15minoffame |
9/18/2017 1:02:23 AM
Good to know Kevin! Thanks again for your contribution to SF!
|
15minoffame
131 posts
msg #138331
- Ignore 15minoffame |
9/23/2017 4:35:57 PM
Kevin or any StrataSearch filter experts,
I'm still having a hard time figuring out how to do monthly screeners. For example, I'm looking for stocks with the highest monthly RSquare over the past 24 months.
The parameters on the Calculation Builder screen shows Value & Days. Where do I go to enter Months?
Thanks!
Tuan
P.S. I can't find examples in the help section to show how to calculate months. StrataSearch is more confusing than I thought.
|
Kevin_in_GA
4,599 posts
msg #138332
- Ignore Kevin_in_GA |
9/23/2017 7:38:56 PM
Try using the period() function:
Here is the info from the manual (please look here as there is a lot of good stuff):
Period
Description:
The Period formula allows you to run an analysis on alternate bar periods, such as weekly or monthly bars. Any value calculated within the Period formula will be based on the specified period. The use of this formula allows systems to include an analysis of daily, weekly and monthly bars, all within the same entry or exit string.
To allow the alternate period's results to synchronize with the underlying daily data, the results of the Period formula are expanded out so that each daily result in the period contains the same value. For example, assume we're using a Period formula for weekly bars. Once the weekly values have been generated, all daily values in that week will be given the same weekly result.
Formula:
Example: period ( WEEKLY, mov(close, 5, simple) ) creates the 5-day simple moving average for weekly close prices.
Example: period ( MONTHLY, increasing( close ) ) returns a 1 if the most recent monthly close price bars are increasing, or a 0 if they are not increasing.
Parameters:
Period: Identifies the bars to be used. The following values are allowed:
DAILY
WEEKLY
MONTHLY
QUARTERLY
YEARLY
2DAY
3DAY
4DAY
5DAY
6DAY
7DAY
8DAY
9DAY
Smoothing: For values that can be volatile, combining periods into weekly or monthly bars can smooth the results and help eliminate noise from the patterns.
|
Kevin_in_GA
4,599 posts
msg #138333
- Ignore Kevin_in_GA |
9/23/2017 7:42:04 PM
to screen for highest/lowest values, use the Screener (under Display -> Screener). Just set up what you want to screen for (details are in the manual).
|
15minoffame
131 posts
msg #138334
- Ignore 15minoffame |
9/23/2017 8:52:56 PM
Thanks again Kevin! When you say manual, are you talking their help section or the pdf manual? I think I need to get used to their lingo.
|
15minoffame
131 posts
msg #138335
- Ignore 15minoffame |
9/23/2017 10:52:17 PM
Why is this formula not working? I'm looking for a screener that ranks stocks with most months up over the past 3 years?
period (monthly, close > close 1 month ago, 36)
|