StockFetcher Forums · General Discussion · Gap Up/Down 2 SDs<< >>Post Follow-up
15minofPham
168 posts
msg #160834
Ignore 15minofPham
2/1/2024 2:05:18 PM

Hi,
Can anyone help me with a two standard deviation gap up & gap down from the previous day's close?

Thank you!

xarlor
562 posts
msg #160835
Ignore xarlor
2/1/2024 3:03:55 PM

You didn't supply the time period you wanted the standard deviation calculated from. Below is a 10-day time period. You can increase this to fit your needs. The higher it is, the more extreme the move has to be to break 2SD.

Fetcher[
set{sd2,Standard Deviation(10) * 2}
set{sd2up,close 1 day ago + sd2}
set{sd2down,close 1 day ago - sd2}
set{trigger,count(close > sd2up,1) + count(close < sd2down,1)}
trigger > 0

draw sd2up on plot price
draw sd2down on plot price
]



15minofPham
168 posts
msg #160840
Ignore 15minofPham
2/2/2024 1:53:23 AM

Thanks Xarlor! This is what I was looking for!

StockFetcher Forums · General Discussion · Gap Up/Down 2 SDs<< >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2022 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.