tradewiz
7 posts
msg #79193
- Ignore tradewiz |
9/14/2009 2:16:27 PM
hi folks,
i am trying to look for stocks which has a history of daily/weekly/monthly price change more than X times of its standard deviation of log price change suggests for the corresponding period. here is how i come up so far:
set{logchange, log( close today divided by close 1 day ago)}
set{sd_logchange, standard deviation(logchange, 20)}
set{sd_price, close today multiply sd_logchange}
set{pricechange, close today minus close one day ago}
set{spike, pricechange divided by sd_price one day ago}
add column spike
what's next is to count in the past 250 days how many times a stock has daily price spike more than 2? how can i accomplish this in SF?
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chetron
2,817 posts
msg #79244
- Ignore chetron |
9/14/2009 7:17:54 PM
CLICKABLE................
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chetron
2,817 posts
msg #79247
- Ignore chetron
modified |
9/14/2009 8:25:14 PM
FOR THE BASIC...............
FOR THE ADVANCED.........
OOPS....
BECAUSE OF THE MATH, YOU NEED AN ADVANCED SUB TO SEE COUNT....
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tradewiz
7 posts
msg #79255
- Ignore tradewiz |
9/14/2009 10:18:20 PM
thanks for the help. but doesn't seem like you can add a column where the variable is a count.
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