StockFetcher Forums · Filter Exchange · Standard Deviation of slopes<< >>Post Follow-up
graftonian
810 posts
msg #147355
Ignore graftonian
4/13/2019 4:34:46 PM

Still searching for that smooth price action.
Ed S., This is starting to look like the straight line version of Guppys "wiggles".
Fetcher[
/* Standarard deviation of slopes*/
optionable
Average Volume(30) > 15000000
chart-time is 90 days
chart-type is line
draw 10 day slope of close
draw 20 day slope of close
draw 30 day slope of close
draw 40 day slope of close
draw 50 day slope of close
draw 60 day slope of close
draw 70 day slope of close

set{10slope, 10 day slope of the close}
set{20slope, 20 day slope of the close}
set{30slope, 30 day slope of the close}
set{40slope, 40 day slope of the close}
set{50slope, 50 day slope of the close}
set{60slope, 60 day slope of the close}
set{70slope, 70 day slope of the close}

draw 10slope
draw 20slope on plot 10slope
draw 30slope on plot 10slope
draw 40slope on plot 10slope
draw 50slope on plot 10slope
draw 60slope on plot 10slope
draw 70slope on plot 10slope
/*Find Std Dev of Slopes, the smaller the better */
set{spread1, 10slope + 20slope}
set{spread2, spread1 + 30slope}
set{spread3, spread2 + 40slope}
set{spread4, spread3 + 50slope}
set{spread5, spread4 + 60slope}
set{slopemean1, spread5 + 70slope}
set{slopemean, slopemean1 / 7}
/*for each number: subtract the Mean and square the result, call them x */
set{x10a, 10slope - slopemean}
set{x10, pow(x10a, 2)}
set{x20a, 20slope - slopemean}
set{x20, pow(x20a, 2)}
set{x30a, 30slope - slopemean}
set{x30, pow(x30a, 2)}
set{x40a, 40slope - slopemean}
set{x40, pow(x40a, 2)}
set{x50a, 50slope - slopemean}
set{x50, pow(x50a, 2)}
set{x60a, 60slope - slopemean}
set{x60, pow(x60a, 2)}
set{x70a, 70slope - slopemean}
set{x70, pow(x70a, 2)}

set{sum1, x10 + x20}
set{sum2, sum1 + x30}
set{sum3, sum2 + x40}
set{sum4, sum3 + x50}
set{sum5, sum4 + x60}
set{sum6, sum5 + x70}
set{standev, pow(sum6, 0.5)}
add column standev
draw standev

sort on column 5 ascending


]



Cheese
402 posts
msg #147367
Ignore Cheese
4/13/2019 10:10:02 PM

Fetcher[
/* https://www.stockfetcher.com/forums/Filter-Exchange/Standard-Deviation-of-slopes/147355 */
/* graftonian 4/13/2019 */
/* look like the straight line version of Guppys "wiggles" */
/* Thanks */

/* partially viewable for my basic subscription */


/* Standarard deviation of slopes*/
optionable
Average Volume(30) > 15000000
chart-time is 90 days
chart-type is line
draw 10 day slope of close
draw 20 day slope of close
draw 30 day slope of close
draw 40 day slope of close
draw 50 day slope of close
draw 60 day slope of close
draw 70 day slope of close

set{10slope, 10 day slope of the close}
set{20slope, 20 day slope of the close}
set{30slope, 30 day slope of the close}
set{40slope, 40 day slope of the close}
set{50slope, 50 day slope of the close}
set{60slope, 60 day slope of the close}
set{70slope, 70 day slope of the close}

draw 10slope
/*
draw 20slope on plot 10slope
draw 30slope on plot 10slope
draw 40slope on plot 10slope
draw 50slope on plot 10slope
draw 60slope on plot 10slope
*/
draw 70slope on plot 10slope

/*Find Std Dev of Slopes, the smaller the better */
set{spread1, 10slope + 20slope}
set{spread2, spread1 + 30slope}
set{spread3, spread2 + 40slope}
set{spread4, spread3 + 50slope}
set{spread5, spread4 + 60slope}
set{slopemean1, spread5 + 70slope}
set{slopemean, slopemean1 / 7}

/*for each number: subtract the Mean and square the result, call them x */
set{x10a, 10slope - slopemean}
set{x10, pow(x10a, 2)}
set{x20a, 20slope - slopemean}
set{x20, pow(x20a, 2)}
set{x30a, 30slope - slopemean}
set{x30, pow(x30a, 2)}
set{x40a, 40slope - slopemean}
set{x40, pow(x40a, 2)}
set{x50a, 50slope - slopemean}
set{x50, pow(x50a, 2)}
set{x60a, 60slope - slopemean}
set{x60, pow(x60a, 2)}
set{x70a, 70slope - slopemean}
set{x70, pow(x70a, 2)}

set{sum1, x10 + x20}
set{sum2, sum1 + x30}
set{sum3, sum2 + x40}
set{sum4, sum3 + x50}
set{sum5, sum4 + x60}
set{sum6, sum5 + x70}
set{standev, pow(sum6, 0.5)}
add column standev
/* draw standev */

sort on column 5 ascending
]



StockFetcher Forums · Filter Exchange · Standard Deviation of slopes<< >>Post Follow-up

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