StockFetcher Forums · Filter Exchange · FADING THE GAP STATISTICS FILTER<< 1 ... 32 33 34 35 36 ... 40 >>Post Follow-up
Eman93
4,750 posts
msg #70975
- Ignore Eman93		 1/26/2009 10:50:48 PM

SF only has one day data, you can extract 4 price points for the day OPEN CLOSE HIGH and LOW, you have no way of knowing stat wise which one happens first the high or the low of the day....

TRO dose not use indicators...

I think he is on vacation..............
TheRumpledOne
6,411 posts
msg #71114
- Ignore TheRumpledOne		 1/31/2009 2:12:15 PM

Yes, I was away... 7 days no computer!!

I don't trade futures.
TheRumpledOne
6,411 posts
msg #71141
- Ignore TheRumpledOne		 2/3/2009 12:20:07 AM

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stratigf
43 posts
msg #71971
- Ignore stratigf		 3/4/2009 12:19:41 PM

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Talk about filling some monster gaps.
TheRumpledOne
6,411 posts
msg #74094
- Ignore TheRumpledOne		 5/4/2009 8:35:48 PM

POP
TheRumpledOne
6,411 posts
msg #74195
- Ignore TheRumpledOne		 5/7/2009 2:04:13 PM

Fetcher[
/* TRO - FADING THE GAP STATISTICS FILTER */

set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{absgap, abs(Xgapped)}

set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}

set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 100)}
set{gapdn100f, count(gapdnfilled > 0, 100)}

set{gapfilled, gapup100f + gapdn100f}

/* DRAW PLOTS */

DRAW XGAPPED ON PLOT XGAPPED

/* DISPLAY COLUMNS */

and add column gappedup100
and add column gappeddn100
and add column gapfilled
and add column gapup100f
and add column gapdn100f

and add column cma(absgap, 100)
and add column absgap 100 day high
and add column absgap 100 day low

/* SELECTION CRITERIA */

symlist(fas,faz)

/* SORT CRITERIA */

SORT COLUMN 7 DESCENDING
]
johnpaulca
12,036 posts
msg #74722
- Ignore johnpaulca		 5/25/2009 10:22:12 PM

Found some great stats on Fading the Gap....enjoy.

http://www.mypivots.com/articles/articles.aspx?artnum=43&page=1
chetron
2,817 posts
msg #74724
- Ignore chetron		 5/25/2009 10:36:43 PM


CLICKABLE



JCastellon
26 posts
msg #74816
- Ignore JCastellon		 5/29/2009 2:35:30 AM

what can I add to the fading the gaps scan to find stocks that gap up more than $1? thanks!
TheRumpledOne
6,411 posts
msg #74856
- Ignore TheRumpledOne
modified		 5/29/2009 11:27:53 PM

To answer your question:

in the selection criteria add

Xgapup above 1

Fetcher[
/* TRO - FADING THE GAP STATISTICS FILTER */

set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{absgap, abs(Xgapped)}

set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}

set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 100)}
set{gapdn100f, count(gapdnfilled > 0, 100)}

set{gapfilled, gapup100f + gapdn100f}

/* DRAW PLOTS */

DRAW XGAPPED ON PLOT XGAPPED

/* DISPLAY COLUMNS */

and add column gappedup100
and add column gappeddn100
and add column gapfilled
and add column gapup100f
and add column gapdn100f

and add column cma(absgap, 100)
and add column absgap 100 day high
and add column absgap 100 day low

/* SELECTION CRITERIA */

symlist(fas,faz)
Xgapup above 1

/* SORT CRITERIA */

SORT COLUMN 7 DESCENDING
]
StockFetcher Forums · Filter Exchange · FADING THE GAP STATISTICS FILTER<< 1 ... 32 33 34 35 36 ... 40 >>Post Follow-up

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