StockFetcher Forums · Filter Exchange · Help transitioning from TC2000<< 1 2 >>Post Follow-up
nibor100
938 posts
msg #156563
Ignore nibor100
4/11/2021 8:48:19 PM

I believe this is a correct conversion:
Ed S.

Fetcher[
/* MAXC45.1 < 1.1*AVGC45.1 */
set{MAXC45.1, close 45 days high 1 day ago}
set{1AVGC45.1, 1.1 * ma(45) 1 day ago}
MAXC45.1 is below 1AVGC45.1

/* MINC45.1>.90*AVGC45.1 */
set{MINC45.1, close 45 days low 1 day ago }
set{2AVGC45.1, 0.90 * ma(45) 1 day ago}
MINC45.1 is above 2AVGC45.1

/* O>MAXC45.1 */
open is above MAXC45.1

/* O>MAXO45.1 */
/* ? should be MINC45.1? */
set{maxo45.1,open 45 day high 1 day ago}
open is above Maxo45.1

/* O <1.05*AVGC45.1 */
set{3AVGC45.1, 1.05 * ma(45) 1 day ago}
open is below 3AVGC45.1

/* C>O */
close is above open

/* C>5 */
close is above 5


/* 10* */

/* (46*(C1+O1)/2/AVGC45.1 */
set{C1O1, close 1 day ago + open 1 day ago}
set{46C1O1, C1O1 * 46}
set{46C1O12, 46C1O1 / 2}
set{46C1O12AVGC45.1, 46C1O12 / ma(45) 1 day ago}

/* 41*(C6+O6)/2/AVGC45.1 */
set{C6O6, close 6 day ago + open 6 day ago}
set{41C6O6, C6O6 * 41}
set{41C6O62, 41C6O6 / 2}
set{41C6O62AVGC45.1, 41C6O62 / ma(45) 1 day ago}

/* 36*(C11+O11)/2/AVGC45.1 */
set{C11O11, close 11 day ago + open 11 day ago}
set{36C11O11, C11O11 * 36}
set{36C11O112, 36C11O11 / 2}
set{36C11O112AVGC45.1, 36C11O112 / ma(45) 1 day ago}

/* 31*(C16+O16)/2/AVGC45.1 */
set{C16O16, close 16 day ago + open 16 day ago}
set{31C16O16, C16O16 * 36}
set{31C16O162, 31C16O16 / 2}
set{31C16O162AVGC45.1, 31C16O162 / ma(45) 1 day ago}

/* 26*(C21+O21)/2/AVGC45.1 */
set{c21o21, close 21 day ago + open 21 day ago}
set{26C21O21, C21O21 * 26}
set{26C21O212, 26C21O21 / 2}
set{26C21O212AVGC45.1, 26C21O212 / ma(45) 1 day ago}

/* 21*(C26+O26)/2/AVGC45.1 */
set{C26O26, close 26 day ago + open 26 day ago}
set{21C26O26, C26O26 * 21}
set{21C26O262, 21C26O26 / 2}
set{21C26O262AVGC45.1, 21C26O262 / ma(45) 1 day ago}

/* 16*(C31+O31)/2/AVGC45.1 */
set{C31O31, close 31 day ago + open 31 day ago}
set{16C31O31, C31O31 * 16}
set{16C31O312, 16C31O31 / 2}
set{16C31O312AVGC45.1, 16C31O312 / ma(45) 1 day ago}

/* 11*(C36+O36)/2/AVGC45.1 */
set{C36O36, close 36 day ago + open 36 day ago}
set{11C36O36, C36O36 * 11}
set{11C36O362, 11C36O36 / 2}
set{11C36O362AVGC45.1, 11C36O362 / ma(45) 1 day ago}

/* 6*(C41+O41)/2/AVGC45.1 */
set{C41O41 , close 41 day ago + open 41 day ago}
set{6C41O41, C41O41 * 6}
set{6C41O412, 6C41O41 / 2}
set{6C41O412AVGC45.1, 6C41O412 / ma(45) 1 day ago}

/* (C46+O46)/2/AVGC45.1 ) */
set{C46O46, close 46 day ago + open 46 day ago}
set{ C46O462, C46O46 / 2}
set{ C46O462AVGC45.1, C46O462 / ma(45) 1 day ago}

/* 235* */
/* (C1+O1)/2/AVGC45.1 */
set{F1G1, close 1 day ago + open 1 day ago}
set{F1G12, F1G1 / 2}
set{F1G1245, F1G12 / ma(45) 1 day ago}

/* (C6+O6)/2/AVGC45.1 */
set{F6G6, close 6 day ago + open 6 day ago}
set{F6G62, F6G6 / 2}
set{F6G6245, F6G62 / ma(45) 1 day ago}

/* (C11+O11)/2/AVGC45.1 */
set{F11G11, close 11 day ago + open 11 day ago}
set{F11G112, F11G11 / 2}
set{F11G11245, F11G112 / ma(45) 1 day ago}

/* (C16+O16)/2/AVGC45.1 */
set{F16G16, close 16 day ago + open 16 day ago}
set{F16G162, F16G16 / 2}
set{F16G16245, F16G162 / ma(45) 1 day ago}

/* (C21+O21)/2/AVGC45.1 */
set{F21G21, close 21 day ago + open 21 day ago}
set{F21G212, F21G21 / 2}
set{F21G21245, F21G212 / ma(45) 1 day ago}

/* (C26+O26)/2/AVGC45.1 */
set{F26G26, close 26 day ago + open 26 day ago}
set{F26G262, F26G26 / 2}
set{F26G26245, F26G262 / ma(45) 1 day ago}

/* (C31+O31)/2/AVGC45.1 */
set{F31G31, close 31 day ago + open 31 day ago}
set{F31G312, F31G31 / 2}
set{F31G31245, F31G312 / ma(45) 1 day ago}

/* (C36+O36)/2/AVGC45.1 */
set{F36G36, close 36 day ago + open 36 day ago}
set{F36G362, F36G36 / 2}
set{F36G36245, F36G362 / ma(45) 1 day ago}

/* (C41+O41)/2/AVGC45.1 */
set{F41G41, close 41 day ago + open 41 day ago}
set{F41G412, F41G41 / 2}
set{F41G41245, F41G412 / ma(45) 1 day ago}

/* (C46+O46)/2/AVGC45.1 ) */
set{F46G46, close 46 day ago + open 46 day ago}
set{F46G462, F46G46 / 2}
set{F46G46245, F46G462 / ma(45) 1 day ago}

/* SUM1 */
set{x1, 46C1O12AVGC45.1 + 41C6O62AVGC45.1}
set{x2, x1 + 36C11O112AVGC45.1}
set{x3, x2 + 26C21O212AVGC45.1}
set{x4, x3 + 21C26O262AVGC45.1}
set{x5, x4 + 16C31O312AVGC45.1}
set{x6, x5 + 11C36O362AVGC45.1}
set{x7, x6 + 6C41O412AVGC45.1}
set{x8, x7 + C46O462AVGC45.1}
set{x9, x8 + 31C16O162AVGC45.1}
set{10x9, x9 * 10}

/* SUM2 */
set{y1, F1G1245 + F6G6245}
set{y2, y1 + F11G11245}
set{y3, y2 + F16G16245}
set{y4, y3 + F21G21245}
set{y5, y4 + F26G26245}
set{y6, y5 + F31G31245}
set{y7, y6 + F36G36245}
set{y8, y7 + F41G41245}
set{y9, y8 + F46G46245}
set{235y10, y9 * 235}

/* (10*(7585)-55225)) */
set{10758555225, 20265}

/* /1 */
set{var1, 10x9 / 235y10}

/* /2 */
set{var2, var1 / 10758555225}

/* ABS */
set{var3, ABS(var2)}

/* ABS <.001 */
var3 is less than 0.001

/* AVGV60>150000 */
Average Volume(60) is above 150000

]



Cheese
1,374 posts
msg #156568
Ignore Cheese
modified
4/12/2021 9:22:01 AM

@nibor100
Thank you very much, Ed S
Cleaning up is a lot of work !


Cheese
1,374 posts
msg #156768
Ignore Cheese
modified
5/9/2021 1:07:02 PM

@ Ed S nibor100

I am writing this post because you are a respected member of this forum.
I also understand that you are a mathematician (?)

I don't have any proof, but I believe that we are seeing a partial disclosure of a research
on breakouts using (quadratic) piecewise polynomial approximations. Outside of this forum,
breakouts could mean to the upside and/or to the downside. The researcher may
hypothesize that price data might follow some form of spline curve, cubic, or quadratic.
Once the researcher could get a reliable y=f(x) at time t, then s/he could guess y at time t+1

I think your solution posted above may not be 100% correct. A more careful review of the formula
may suggest that the researcher was looking for a difference, not a ratio. Hence, the researcher's
use of ABS.

I think you may be best positioned to take this partial disclosure to a fruitful completion, or at least
to the next level. I'm hoping that you will share your findings if you should gain more insights.

Thank you, Ed.

Best



nibor100
938 posts
msg #156776
Ignore nibor100
5/10/2021 5:26:12 PM

Cheese is correct, I missed one correction in my posted filter.

My line

set{var1, 10x9 / 235y10}

should be changed to

set{var1, 10x9 - 235y10}

and the SF filter should work as the TC2000 PCF does.

Sorry about that,
Ed S.

Cheese
1,374 posts
msg #156779
Ignore Cheese
5/11/2021 10:02:54 AM

.@ Ed S nibor100
THANK YOU so much Ed for your generous gift of time and talents.

I've learned a lot from you.

StockFetcher Forums · Filter Exchange · Help transitioning from TC2000<< 1 2 >>Post Follow-up

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