StockFetcher Forums · View by Author: Kevin_in_GA (3,503 messages) ·  [ Display By: Date / Subject ]<< 1 ... 2 3 4 5 6 ... 351 >> 
Filter Exchange · distance between MAs
Kevin_in_GA
msg #123930
6/2/2015 8:54:49 AM

The MACD is simply the difference between two moving averages - but that still has the units of dollars, not distance.

Filter Exchange · distance between MAs
Kevin_in_GA
msg #123920
6/1/2015 12:37:02 PM

What phrase can be used for distance of moving average? For example: distance between MA(5) and MA(10) is 1mm

The distance would be measured in dollars (or percent), not millimeters. The abscissa (Y-axis) is in Dollars - for any given date (the value on the X-axis) the "distance" between any two moving averages is in Dollars.



Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
Kevin_in_GA
msg #123917
5/31/2015 9:57:30 PM

Before it is asked, the asset class for June is EFA.

General Discussion · Any idea how to set different positions for different watchlists?
Kevin_in_GA
msg #123907
5/29/2015 10:24:02 AM

Unfortunately I think the answer is no.

Filter Exchange · Kevin: regarding your EPS Filter
Kevin_in_GA
msg #123869
5/24/2015 10:28:04 PM

I never developed an EPS filter.

However, I would say that the value of 1.17 for SWKS is clearly wrong - it's current EPS is 3.34 (income of 648 Million / 191 Million shares outstanding). I would not trust any of SF's fundamental data as it is likely out of date.

The screen you listed here is most easily (and accurately) done using Finviz's free screener. Also, check out

http://www.stockopedia.com/share-prices/skyworks-solutions-inc-NSQ:SWKS/



Filter Exchange · Hey Kevin - Filter Question?
Kevin_in_GA
msg #123845
5/21/2015 3:21:20 PM

there are a couple ways to do this, but this is what I would do:

Fetcher[
set{BB, Bollinger %B(30,2)}
BB increasing for the last 3 days
bb below 0

add column BB
sort on column 5 ascending

draw Bollinger band(30,2)
draw Bollinger %B(30,2) line at 0

]



I would be careful though - there are some pretty thinly traded stocks that get pulled up from this.

Kevin

Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
Kevin_in_GA
msg #123823
5/19/2015 4:48:29 PM

I had looked at RRG - my initial thinking was that one would buy "lagging" sectors (bottom left corner) and let the relative rotation carry them into profit.

Not convinced that is how it actually works though - I think you are better off buying strength and staying with it until it drops, rather than trying to time the bottom on any given sector based on RRG.

General Discussion · Kevin_in_GA
Kevin_in_GA
msg #123822
5/19/2015 4:45:09 PM

I do not think this is possible in SF code - the Sortino ratio looks at only one half of the volatility (the downside) arguing that upside volatility is not actually "risk". I cannot see a way to separate the upside volatility from the downside volatility without exceeding SF limits on user-defined functions.

Please feel free to ask SF to write a Sortino function into SF. Warning - I am still waiting for them to do this for the Sharpe ratio, and that request was placed several years ago with periodic reminders (until they wore me down and I gave up).

General Discussion · How to call a set variable
Kevin_in_GA
msg #123815
5/18/2015 9:48:28 PM

1. Just add the line "GB1ago above 0" to get only those stocks which meet that criterion.

2. No - you can only have one mathematical or logical operation per set{} statement, but you can get more than one at the same time by doing the following (generic example):

set{variable1, count(close above close 1 day ago,1)}
set{variable2, count(average volume(30) above 500000,1)}

now each of these will give you a 0 if it is not met, or a 1 if it is met. If both must be met, then just multiply them together.

set{variable3, variable1 * variable2}

then say "variable3 above 0" to get only those stocks that meet both criteria.

Stock Picks and Trading · qtwo
Kevin_in_GA
msg #123763
5/11/2015 8:46:40 AM

Add the following line of code at the end of your filter:

draw Bollinger %B(20,2) line at 0

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