StockFetcher Forums · View by Author: StockFetcher (850 messages) ·  [ Display By: Date / Subject ]<< 1 2 3 4 5 ... 85 >> 
General Discussion · Feature request : Volatility stop
stockfetcher
msg #121536
9/18/2014 7:31:31 AM

Thank you for the additional thoughts on this feature.

In your response, you mention initial trend detection based on a "corresponding ma", if possible can you provide more details concerning this? What period and type of MA is used?

Additionally, in your initial post you mention detection of the initial trend based on comparing the close to the " typical price + average true range". Is this the same or an alternate method?

If you can fully detail the variables, setup and calculation of the feature we would be more than happy to implement an example based on that description if possible.

Thank you again,
StockFetcher Support




General Discussion · Feature request : Volatility stop
stockfetcher
msg #121525
9/16/2014 4:26:50 PM

From our experience, the measure in question is more difficult to implement as some aspects of the formula are less well defined/documented than the other two measures you mention. For example, some implementations of the "volatility stop" interpret the "trend" based on a moving average, others on a trend-line, etc. The lack of definition leaves the implementation open to interpretation.

That said, if the measure can be completely detailed including initial points, as well as a description of all data and methods required to calculate, we would be very happy to look into it further.

Thank you,
StockFetcher Support


General Discussion · Feature request : Volatility stop
stockfetcher
msg #121523
9/16/2014 1:29:26 PM

From past experiences, we have learned that stop/trend tracking algorithms, such as the one mentioned in this thread, are problematic to implement on StockFetcher. The primary problem, as indicated in the first post, is detecting/following a trend using StockFetcher. Typically, these trends require an established starting point (often based on an "entry" position) to determine what the trend is, and are based on a recursive calculation from that point forward.

It isn't our intent to say that these are not important or useful functions; however, we have discovered that they are much more akin to a tracking tool, as opposed to a stock screening service.

We will look into this feature again, but do not have any estimates as to when or if we will be able to add this functionality.

Thank you,
StockFetcher Support


Filter Exchange ·  Request to StockFetcher Staff
stockfetcher
msg #121522
9/16/2014 1:25:13 PM

Thank you for the feature request.

We are looking into the requirements of this feature.

Best Regards,
StockFetcher Support

General Discussion · why stockfetcher has delayed quotes?
stockfetcher
msg #121436
9/4/2014 8:24:09 AM

Your comment after the cited message is incorrect.

As indicated in multiple areas on StockFetcher, including the filter results page and charts, as a subscriber your results are based on:

during market hours: delayed (15-20 minute) data for the current date
outside of market hours: the most recent trading day.

You are only seeing 1-day delayed data when you do not have a paid subscription to StockFetcher or are not logged into your account.

StockFetcher Support


General Discussion · wy DUBL is not showing in my filter?
stockfetcher
msg #121352
8/17/2014 1:05:39 PM

Hi,

Please check your ignore list:

http://www.stockfetcher.com/settings/ignorelist

Best regards,
StockFetcher.com Support


General Discussion · wrong historical data?
stockfetcher
msg #121170
7/29/2014 11:39:45 AM

If possible can you provide more details concerning the data issues you have experienced or are currently experiencing?

Thank you in advance,
StockFetcher Support


General Discussion · QUESTION FOR STOCKFETCHER
stockfetcher
msg #121097
7/25/2014 11:15:26 AM

As always, please feel free to send any screenshots or additional details to support@stockfetcher.com.

Thank you!
StockFetcher Support




General Discussion · QUESTION FOR STOCKFETCHER
stockfetcher
msg #121094
7/25/2014 8:47:35 AM

A screenshot would certainly help to illustrate the problem you are experiencing. We were not attempting to be condescending in any way, as we were attempting to answer your question based on the supplied filter snippet: draw the 3 day slope of cema(obv,10) and your description. Without an actual screenshot, or sample symbol, we inferred the problem may have been similar to some support issues we have seen in the past.

For example, again based on your filter segment, we see the following plot:



In this plot, there are 4 lines labeled as follows:

OBV - Source measure
OBV EMA(10) - The "Average OBV", an n-day EMA of the OBV that is described in the OBV help topic
EMA(10) - Your custom EMA of the OBV
3-day Slope of the EMA(10) - The slope as specified in your filter segment.

Now, our assumption was these measures were as expected. However, a problem we are aware of with this measure and some symbols with limited pricing history, it is possible the two EMA's will not be in sync:



The above is the issue we assumed was the source of your question.

StockFetcher Support




General Discussion · QUESTION FOR STOCKFETCHER
stockfetcher
msg #121090
7/24/2014 9:56:07 PM

As we are sure you are aware ,the OBV is a recursive calculation where the actual starting point used to seed the measure can drastically effect the actual value of the OBV. Because of this, when computing additional measures/patterns based on the OBV, the starting point may vary. This will result in values that are different; however, the direction and angle of the follow-on measures will match the OBV.

Thank you,
StockFetcher Support


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