StockFetcher Forums · General Discussion · Average Daily Range<< >>Post Follow-up
chromey
4 posts
msg #158233
Ignore chromey
12/26/2021 10:01:39 AM

Hi all,

I've been messing around with stock fetcher after recently purchasing a subscription. Amazing to have this level of criteria.

So I am looking to create a filter that will let me search for stocks that have moved say 5%, say 75 out of the last 120 days. I've searched and found various ADR filters, but cannot seem to get it exactly dialed in. This one will find those that have an ADR of 5% over the last 30, which is not exactly what I am looking for.

add column high
add column low
close > 11.00
add column average day range(30)
sort column 7 descending
average volume(30) > 1000000
volume > 1000000
average day range(30) > 5%

nibor100
1,032 posts
msg #158234
Ignore nibor100
12/26/2021 10:45:02 AM

If you want 75 days of at least 5% per day you should research using the Count function and let us know if that is what you are really after or provide us an example stock.
Thanks,
Ed S

xarlor
581 posts
msg #158235
Ignore xarlor
12/26/2021 11:08:35 AM

Your criteria is too narrow as there are hardly any hits in the last 3 months that had 75 out of 120 days with a 5% move. I increased it to 75 out of 150 days to get some returns, but you can play around with the criteria to suit your needs.

Fetcher[
/* Calculate the day's move as defined by the open and close */
set{move1,close/open}
set{move,move1 - 1}
add column move

/* Find out how many 5% moves happened in the last 150 days */
set{5p,count(move >= 0.05,150)}

/* Only interested in tickers that had at least 75 5% moves */
5p >= 75
do not draw 5p

/* Visualization of each day that had a 5% move */
set{5p_hit,count(move >= 0.05,1)}
5p_hit > -1
]



chromey
4 posts
msg #158243
Ignore chromey
12/27/2021 11:05:35 AM

Xarlor,

Looks perfect. Thanks so much, that will be exactly what I need. I can modify from there.

wantonellis
161 posts
msg #158246
Ignore wantonellis
12/27/2021 12:49:52 PM

"So I am looking to create a filter that will let me search for stocks that have moved say 5%, say 75 out of the last 120 days"

Fetcher[
count(day range > 4.99%,125) > 74
add column count(day range > 4.99%,125)
]



StockFetcher Forums · General Discussion · Average Daily Range<< >>Post Follow-up

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