tanveer
10 posts
msg #96243
- Ignore tanveer |
9/13/2010 10:18:14 PM
Hi guys, apologise for the total noob Q but what do the three numbers that follow historical volatility represent ?
Historical Volatility(20,7,365) for ex ? ... What are the last 3 numbers indicating ?
Emm also is this the best filter for Volatile stocks ? Or is there something better ? ( trying to find stocks with high intraday fluctuations)
Thanks a ton !
Tanveer
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tomm1111
202 posts
msg #96244
- Ignore tomm1111 |
9/13/2010 10:35:08 PM
Welcome to the forums. This might be what you are looking for.
http://forums.stockfetcher.com/sfforums/?q=view&fid=1006&tid=34499&qrid=&isiframe=
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tanveer
10 posts
msg #96248
- Ignore tanveer |
9/13/2010 10:58:39 PM
Hey thanks, yes I did see that link however I am not quiet sure what the difference between the period and trading period is. Also when i type historical volatility by itself it shows up with three numbers at the end instead of 2 as mentioned in the link.
Thanks
Tanveer
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tomm1111
202 posts
msg #96252
- Ignore tomm1111
modified |
9/14/2010 12:01:21 AM
I agree, it is a bit vague.
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Eman93
4,750 posts
msg #96253
- Ignore Eman93 |
9/14/2010 12:12:15 AM
do you want percent or dollars?
here is dollars the display is open then columns of profit above open in the last 100 days
/* TRO STAT SCAN - GREEDIER BASTARD COUNT - MUDDY */
set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{ClxCl , CCa - CCb}
add column ClxCl
set{volcnt, count(volume above 1000000, 100) }
set{volzero, count(volume equal 0, 100) }
/* Long Profit Percent Statistics Display */
set{HiOp, high - open}
set{Long_Profit, HiOp }
set{B0A, count(Long_Profit > .05 , 100)}
set{B1A, count(Long_Profit > .1 , 100)}
set{B2A, count(Long_Profit > .2 , 100)}
set{B3A, count(Long_Profit > .3 , 100)}
set{B4A, count(Long_Profit > .4, 100)}
set{B5A, count(Long_Profit > .5, 100)}
set{B10A, count(Long_Profit > 1.00 , 100)}
set{B20A, count(Long_Profit > 2.00 , 100)}
set{B50A, count(Long_Profit > 5.00, 100)}
SET{GREED, B0A - B1A}
add column HiOp
ADD COLUMN GREED
and add column B0A {OVER.05}
and add column B1A {OVER.10}
and add column B2A {OVER.20}
and add column B3A {OVER.30}
and add column B4A {OVER.40}
and add column B5A {OVER.50}
and add column B10A {OVER1.00}
and add column B20A {OVER2.00}
and add column B50A {OVER5.00}
and add column separator
and add column volcnt
and add column volzero
/* SELECTION CRITERIA */
close is between 1 and 50
average volume(10) above 250000
sort column 12 descendin
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tanveer
10 posts
msg #96255
- Ignore tanveer |
9/14/2010 9:12:44 AM
Thanks for that Eman, however I have no idea what that is lol. BTW any one know what the three numbers after Historical Volatility Represent ?
Thanks
tj
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four
5,087 posts
msg #96256
- Ignore four |
9/14/2010 11:52:19 AM
From the manual...
page 73, http://www3.stockfetcher.com/download/sfuserguide2_0.pdf
Historical Volatility
Parameters
Period (number of days used to compute the measure)
TradingPeriod (1=days, 7=weeks)
Usage
Historical Volatility(Period, TradingPeriod)
Description
Historical volatility uses the standard deviation of a stock’s price to measure the volatility of the
stock. Additionally, historical volatility is often expressed in daily, weekly or monthly terms.
Examples
Show stocks where the Historical Volatility(100,1) is below 10
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four
5,087 posts
msg #96257
- Ignore four |
9/14/2010 11:54:01 AM
tanveer
msg #96243
- Ignore tanveer 9/13/2010 10:18:14 PM
Hi guys, apologise for the total noob Q but what do the three numbers that follow historical volatility represent ?
Historical Volatility(20,7,365) for ex ? ... What are the last 3 numbers indicating ?
--------------------
tanveer,
Give us the location for this... Historical Volatility(20,7,365)
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tanveer
10 posts
msg #96260
- Ignore tanveer
modified |
9/14/2010 5:09:00 PM
Thanks that really helps. No sarcasm would've just made it better. Oh well you did help me so thanks none the less.
Later
tj
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four
5,087 posts
msg #96262
- Ignore four
modified |
9/14/2010 10:33:05 PM
No sarcasm
glad to help
just wanted to know where the '365' {3rd number) came from
thanks.
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