StockFetcher Forums · View by Author: StockFetcher (909 messages) ·  [ Display By: Date / Subject ]<< 1 2 3 4 5 ... 91 >> 
General Discussion · Stock Fetcher Staff: Revising Historical Settings
stockfetcher
msg #124558
7/30/2015 7:54:24 AM

Thanks for the feature suggestion. We will look into adding long term timeframes.


Best Regards,
StockFetcher.com Support

General Discussion · Debugger question
stockfetcher
msg #124528
7/25/2015 11:52:53 AM

The issue with the "+" operator also exists with the "-" operator. In both cases, specific operand variable names along with the lack of spaces around the operator will throw a warning in the debugger. The "*" and "/" symbols are not effected as the "+" and "-" can be confused with positive and negative numbers, respectively.

Concerning the sort issue, please be sure you are considering the "add column separator" in your counts (e.g. try "sort column 11 descending".)

Hope that helps!
StockFetcher Support




General Discussion · Debugger question
stockfetcher
msg #124526
7/25/2015 9:42:02 AM

The warnings you see are false hits and can be corrected by simply adding spaces around the "+" symbol on the two lines in question:

...
set{reward,var1 + var2}
...
set{risk,var11 + var21}
...

StockFetcher Support


General Discussion · Debugger question
stockfetcher
msg #124523
7/24/2015 7:26:33 PM

Unfortunately, we are having problems following the filter syntax and debug output that you have posted, they do not appear to match.

For example, your debug output does not include the definition of 'reward' or 'performance'.

Any additional details on how your filter output does not match your syntax will help us understand the problem you are experiencing.

StockFetcher Support


General Discussion · Debugger question
stockfetcher
msg #124517
7/24/2015 4:16:31 PM

Thank you for the example. You see results with the "draw" command commented out because the variable in question is never actually utilized in your filter.

Additionally, when we removed the comments around the line in question, we do see results and no error is reported. However, the plot that appears for that variable 'ScalpDays' is a constant 0 -- so no values are visible on the chart.

Hope that helps!
StockFetcher Support


General Discussion · Debugger question
stockfetcher
msg #124512
7/24/2015 1:55:31 PM

Hi,

When you have a chance, please send us the full filter text and details to support@stockfetcher.com.

We'll be happy to take a look.

Best Regards,
StockFetcher.com Support

General Discussion · Kevin_in_GA
stockfetcher
msg #124343
7/10/2015 2:36:52 PM

As another follow-up (from a way-back request), we now have a version of the Sharpe Ratio available. Below are a couple examples that show the original code from your request, compared with the output of the new built-in measure.

Sample code from original request:

Fetcher[
SET{21DAYSAGO, CLOSE 21 DAYS AGO}
SET{21DAYRETURN, CLOSE - 21DAYSAGO}
SET{21DAYPERCENTRETURN, 21DAYRETURN / 21DAYSAGO}
SET{RFR, IND(^IRX, CLOSE)}
SET{RISKFREERETURN, rfr / 100}
SET{PERFORMANCE, 21DAYPERCENTRETURN - RISKFREERETURN}
SET{STD, CSTDDEV(CLOSE,21)}
SET{VOLATILITY, STD / MA(21)}
SET{SHARPE, PERFORMANCE / VOLATILITY}
market is S&P 500
and add column SHARPE
]



New version:
Fetcher[
market is S&P 500
add column Sharpe Ratio(21)
]



The Sharpe Ratio takes 3 parameters:

Sharpe Ratio(period , RFR Value , Flag)
  1. period: Days used in the calcuation.

  2. RFR Value: Either a symbol (e.g. ^IRX) or a constant as a percent (eg. 0.02). Default=^IRX

  3. Flag: Either 0 or 1. If you are using a symbol for parameter 2, setting the flag to 1 will calculate the RFR as the price change over the desired period for the specified symbol. Default=0



An example using the Flag option. The below will calculate the 21 day Sharpe Ratio using the 21-day price change (percent) as the risk-free-rate in the formula. Obviously, this is not a "risk-free" rate of return, but may provide some flexibility in customizing the formula.

Fetcher[add column Sharpe Ratio(21,SPY,1)
market is S&P 500
]



As always, please let us know if you have any questions, or run into any issues.

Thank you,
StockFetcher Support







General Discussion · Kevin_in_GA
stockfetcher
msg #124328
7/10/2015 10:07:33 AM

As a quick follow-up, you should now be able to use "Sortino Ratio(period)" in your filters. For example:

Fetcher[
S&P 500
add column Sortino Ratio(126)
and draw Sortino Ratio(126)
]



Please let us know if you have any questions or notice any problems with this new measure.

StockFetcher Support


General Discussion · Kevin_in_GA
stockfetcher
msg #124327
7/10/2015 8:58:00 AM

Hi Kevin,

Thank you for the example code and suggestion! We should have no problem adding that as a function to StockFetcher and will post an update when we have it available.

StockFetcher Support



General Discussion · Bollinger Break up with confirmation
stockfetcher
msg #124291
7/7/2015 5:40:27 PM

Thank you for the feedback. We are sorry StockFetcher does not meet your needs. Unfortunately, we do feel we have made this topic of intraday screening very clear via multiple help topics:

StockFetcher Intraday Updates
Can StockFetcher screens access real time data

Below is a help topic with more details concerning account cancellation:

How do I cancel my StockFetcher Subscription

StockFetcher Support


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