carolinaherps 4 posts msg #129491 - Ignore carolinaherps |
6/29/2016 10:48:19 AM
Hi, I'm trying to debug a filter of mine to find out why it's not picking up a particular symbol on a specific date. Here's my filter:
show stocks where close reached a new 2 month low within the last 7 weeks
and close reached a new 2 week high within the last 1 week
and high 6 week high is more than 25% greater than the low 6 week low
and RSI(15) is greater than 55
and close is greater than 10 within the last 5 days
and Chart-time is 6 months
and market is not ETF
add column RSI(15)
and draw RSI(15)
The symbol that I'm debugging it with is IPHI, and the target date for the signal was Jun 9 2016. When I set the fetcher to this date and do a Check Symbol for Filter, I see that line 4 is the one that is failing ("and RSI(15) is greater than 55"). However, the RSI(15) on this date is approx 64, so that line should be true. I then changed the statement to "and RSI(15) is greater than 30" just so that I could display the RSI(15) value and see what the fetcher thinks the value is. After doing this the statement and the entire filter evaluate to true. So then I did a Fetch Stocks for this date and to get a list of all the stocks that generate a hit and sorted them by symbol, but IPHI isn't even in the list at all, so I still can't see what it thinks the RSI value is. If I display IPHI in a chart window, it shows the RSI(15) with a value of approx 64 on this date.
So there are two issues, first that the "RSI(15) greater than 55" isn't being seen as true when it should be, and second that IPHI doesn't show up in the list of stocks when I lower the check value down to RSI greater than 30, even though all the checks evalute to true.
Can someone tell me if I'm doing something wrong or if this is a bug?
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Mactheriverrat 3,156 posts msg #129495 - Ignore Mactheriverrat |
6/29/2016 1:01:08 PM
Save your filter
go to top menu where it says tool / chart+
type in IPHI then search. down where your saved filter is , click that filter it will tell you what problem it is on why IPHI isn't showing up in that filter.
I did it and it said the problem is with "and RSI(15) is greater than 55"
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carolinaherps 4 posts msg #129498 - Ignore carolinaherps |
6/29/2016 1:58:04 PM
Right, but the RSI on that date is approximately 64, that's why I don't understand why that particular test is failing
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carolinaherps 4 posts msg #129499 - Ignore carolinaherps |
6/29/2016 4:23:33 PM
I think I partially answered my own question....
If I set the date to view as Jun 9 2016, and then click on Check Filter for Symbol, the stock (IPHI) doesn't show up as stated earlier. So I then added a check to verify that the closing price was between 32 and 34 (which it was on that date) and the check fails! So I added a check for the price to be between 28 and 29 (which it was yesterday, June 28th) and that test passed! In addtion, the RSI on June 28th was 42ish, which answers why the RSI(15) test was failing.
So my question now is, does the "Check Filter for Symbol" only work for the most recent day of data? I thought it was supposed to be using the date that was in the dropdown box??
Also, if I keep the price check of between 32 and 34 and view all matches on June 9th 2016, I get just a handful of results, and IPHI is not one of them. So I think there are a couple of bugs with the site using the backtest date.
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Mactheriverrat 3,156 posts msg #129500 - Ignore Mactheriverrat |
6/29/2016 5:17:50 PM
I did a filter where price is below 34
and price is above 26
I deleted and high 6 week high is more than 25% greater than the low 6 week low -
IPHI shows up
Might be in the "and high 6 week high is more than 25% greater than the low 6 week low " that is the problem.
Maybe one of the code writers here can write the % high 6 week high to low 6 week low.
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carolinaherps 4 posts msg #129507 - Ignore carolinaherps |
6/29/2016 10:46:08 PM
Again, I'm not trying to get the filter to work on today's data (i.e. June 29th), I'm trying to get it to match on a previous date, June 9th, 2016. On this date, the RSI(15) was above 60 and the price was between 32 and 34.
If you click on the MyFilters page, select a filter, and then use the DATE DROPDOWN BOX (Next to the "TABLE" button to alter the date) and set it to June 9th, the filter SHOULD pick up IPHI. It does not. If you then click on Check Symbol for Filter under the gear-looking dropdown, you can see that the RSI test for "greater than 55" fails when it should not.
So my question is, does the "Check Filter for Symbol" work for the date in the date dropdown box, or only for the most recent date?
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