StockFetcher Forums · General Discussion · faulty ROC filter returns?<< >>Post Follow-up
13 posts
msg #149221
Ignore sunspore
9/24/2019 7:48:43 AM

Hi, I am experimenting with the price ROC indicator. I am getting some stocks in the returns that don't make sense to me. In my code below I am requesting stocks with ROC above 150 over the last 250 days. This would be roughly a year ago in trading days. But I'm getting a bunch of stocks that are clearly much lower than that over that period.

For instance SPI. About a year ago the stock was trading between 2.50 and 3.40. The most recent close was 3.27, yet the custom_roc column reports an increase of 941.4% There are tons of other examples. What gives?

show stocks that stock type is not etf
and stock type is not otc
and market cap is below 10000
and close is above 3.00
and the RSI(14) < 70
and average volume(25) is above 200000
set{ind_change, close - close 250 days ago}
set{ind_ratio, ind_change / close 250 days ago}
set{custom_roc, ind_ratio * 100.0}
show stocks where custom_roc is above 150.0
and add column custom_roc

320 posts
msg #149224
Ignore xarlor
9/24/2019 11:18:22 AM

SPI had a reverse stock split on 11/16/18. StockFetcher's prices do not retroactively adjust for splits, so about a year ago, SPI was trading for around 0.30.

chart-time is 1 year
add column close 250 days ago

574 posts
msg #149226
Ignore nibor100
9/24/2019 2:43:55 PM

i believe SF's data provider just missed the split on SPI as other stocks that have split in the past seem to have split-adjusted prices; for example GENE had a split in August and its prior prices appear split-adjusted.

Ed S.

1,064 posts
msg #149228
Ignore mahkoh
9/24/2019 5:46:53 PM

I can't find any difference between your custom_roc and the out of the box ROC(250,1) ?

13 posts
msg #149234
Ignore sunspore
9/25/2019 8:21:47 AM

Thanks all. Makes sense on the reverse splits, but I didn't see them listed in my tradingview platform either, so just wanted to make sure.

I created the custom_roc indicator just to make sure I was accounting for all the math/logic correctly before posting.

StockFetcher Forums · General Discussion · faulty ROC filter returns?<< >>Post Follow-up

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