StockFetcher Forums · Filter Exchange · ROC FIlter help<< >>Post Follow-up
morsan
27 posts
msg #97640
Ignore morsan
modified
11/27/2010 2:27:05 PM

Can some kind soul help to translate this code into stockfetcher?

From Stockbee's blog.

Mark Boucher in his book details his Momentum/ Relative Strength based system for trading the world markets, the commodities, and the stocks. At the heart of his equity selection method is momentum. He use a weighted average Rate of Change or ROC to rank stocks. He offers two methods for equity selection based on whether you are long term traders or short term traders.

For Short Term Traders

( (2 * C * 100 / C5) + (2 * C * 100 / C25) + ( C * 100 / C40) ) / 5

He advises focusing on top 20% stocks by this kind of ROC scan.

Many Thanks,
Morsan

bushynose
22 posts
msg #156413
Ignore bushynose
4/6/2021 5:13:30 PM

Fetcher[
/* ( (2 * C * 100 / C5) + (2 * C * 100 / C25) + ( C * 100 / C40) ) / 5 */

/* (2 * C * 100 / C5) */
set{var1, 2 * close}
set{var2, var1 * 100}
set{var3, close 5 days ago}
set{var4, var2 / var3}

/* (2 * C * 100 / C25) */
set{var5, 2 * close}
set{var6, var5 * 100}
set{var7, close 25 days ago}
set{var8, var6 / var7}

/* (C * 100 / C40) */
set{var9, close * 100}
set{var10, close 40 days ago}
set{var11, var9 / var10}

/* SUM/5 */
set{var12, var4 + var8}
set{var13, var12 + var11}
set{var14, var13 / 5}
]



compound_gains
206 posts
msg #156417
Ignore compound_gains
4/6/2021 7:18:07 PM

Some really nice 5-day moves...

Fetcher[/* ( (2 * C * 100 / C5) + (2 * C * 100 / C25) + ( C * 100 / C40) ) / 5 */

/* (2 * C * 100 / C5) */
set{var1, 2 * close}
set{var2, var1 * 100}
set{var3, close 5 days ago}
set{var4, var2 / var3}

/* (2 * C * 100 / C25) */
set{var5, 2 * close}
set{var6, var5 * 100}
set{var7, close 25 days ago}
set{var8, var6 / var7}

/* (C * 100 / C40) */
set{var9, close * 100}
set{var10, close 40 days ago}
set{var11, var9 / var10}

/* SUM/5 */
set{var12, var4 + var8}
set{var13, var12 + var11}
set{var14, var13 / 5}

add column var14 5 days ago {var14}
sort column 5 descending
count(volume above 250000, 20) 5 days ago equals 20
close 5 days ago above 5
set{hgh, high 5 day high / open 4 days ago}
add column hgh
]



dangreene
211 posts
msg #156421
Ignore dangreene
4/6/2021 9:17:07 PM

@bushynose and compound_gains

Thank you both, very much.

Awesome results.

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