StockFetcher Forums · Filter Exchange · date offset<< >>Post Follow-up
dleather25
27 posts
msg #157412
Ignore dleather25
8/20/2021 3:42:55 PM

is there a way to date offset volume between a specific time period.

I know it is possible to get the amount of days since 52 week low and amount of days between 52 week high, but I want to know the amount of average volume between that specific amount of time and to do that you would need to know the amount of days difference it took to go from 52wl to 52wh and then date offset the average volume to the day of the 52wl and then place the number of days it took for the 52wh to happen.

I hope this makes sense. I'm doing this to help figure out which stocks trade thinner than others. for example one stock may only need 10.4 times the average volume to reach a 500% gain while others may need 15 times the average volume to reach a 500% gain. etc etc. I guess this would help determine a locked up float in a stock from 52 wl to 52 wh and which have performed best off of the least volume. ( in my theory of course)

I just would like other people's opinions and thoughts.



nibor100
818 posts
msg #157414
Ignore nibor100
8/22/2021 2:17:56 PM

@dleather25,

I can get you access to the 52 week high and lows for volume but I'm not understanding what you mean about average volumes?? as to what length averages are you intending on looking at? or did you just mean to say ordinary daily volumes summed across a specific time-span?

Thanks,
Ed S.

dleather25
27 posts
msg #157417
Ignore dleather25
8/23/2021 12:48:10 AM

days it took from close price 52 week low -> close price 52 week high

volume added up as a sum between those days / days it took from 52 wk lw to 52 wk high

percentage gained from 52 wk low to 52 wk high


hopefully that makes it a bit more clear, sorry sometimes its tough to get my ideas out there



nibor100
818 posts
msg #157426
Ignore nibor100
8/25/2021 11:07:59 AM

@dleather25,

In the filter below is one way on how to get the volume from a specific day in the past, with the rarely used VarOffset command.

However, I limited the results list to those 4 stocks because NNRX is coming up with the wrong volume info for some unknown reason as the most recent 52 week volume high is much greater than what the filter reports back. But as you can see from the other 3 stocks it seems to work right most of the time...

Your previous posts seem to indicate that you expect recent 52 week lows to precede 52 week highs, I don't believe that will always be the historical order of those 2 events.

Right now, I don't know of any way to get the volume totals between those 2 volume values.

Hope this helps some,
Ed S.
Fetcher[
chart-time is 1 year
apply to symlist(nnrx,amc,baba,tqqq)
draw volume 52 week high
draw volume 52 week low


set{var1, days(volume reached a new 52 week high,252)} add column var1

set{add4, VarOffset(volume,var1)} add column add4
add column volume 70 days ago
]



dleather25
27 posts
msg #157428
Ignore dleather25
8/25/2021 12:26:14 PM

Thank you Nibor, I will play around with it and combine it with some other things and see what I can come up with and post a follow up. Appreciate it!!

dleather25
27 posts
msg #157429
Ignore dleather25
8/25/2021 2:59:52 PM


chart-time is 1 year

draw volume 52 week high
draw volume 52 week low


set{var1, days(volume reached a new 52 week high,252)} add column var1

set{add4, VarOffset(volume,var1)} add column add4
/* Does this return the volume for that many days ago or offset the volume that many days */
add column volume 70 days ago
/* confused on the reason to add a column here for volume 70 days ago */


/* here are my edits to help show a little more about what I'm looking to do with this filter */


set{var2, days(close reached a new 52 week high, 252)} add column var2
set{var3, days(close reached a new 52 week low, 252)} add column var3
set{52WL2WH, var2 - var3} add column 52WL2WH
/* Here i am determing the amount of days it took to go from close price 52 week low to close price 52 week high, for some reason nnrx still is giving problems, but this is what I am trying to find out. For example it took AMC 102 days to go from 52 week low to 52 week high */

set{var5, varoffset(volume,var3)}
set{add5, VarOffset(volume,52WL2WH)} add column add5
/* does add5 add up the volume between close price 52 week low to close price 52 week high? that is what figure I am trying to get and then set it as a average volume(days between 52 wl to 52 wh) */

set{PercentDiff1, close 52 week high - close 52 week low}
set{percentdiff2, percentdiff1 / close 52 week low}
set{PercentDiff, percentdiff2 * 100}
add column PercentDiff
/* Percent difference from 52 WL to 52 WH */


ma(200) is above ma(200) 1 year ago
close is below 5
Accumulation Distribution is above Accumulation Distribution 1 year ago
Accumulation Swing Index is above Accumulation Swing Index 1 year ago
Average Volume(100) is above 50000
volume 1 year ago is above 0
set{volumeC, count(volume < 1000, 252)}
add column volumeC
volumeC < 90
percentdiff is above 500
set{ma200, ma(200)}
set{DBMA200, count(close is below ma200, 126)} add column DBma200
set{PGDiffN252WH1, close 52 week high - close}
set{PGdiffN252WH2, PGDiffN252WH1 / close}
set{PGdiffN252WH, PGdiffN252WH2 * 100} add column PGdiffn252wh
pgdiffn252wh is more than 300
set{XRN6ML, count( close reached a new 6 month low, 252)} add column XRN6ML
XRN6ML is below 12
draw high 52 week high
set{diff, percentdiff / pgdiffn252wh} add column diff
draw pgdiffn252wh 52 week high

dleather25
27 posts
msg #157431
Ignore dleather25
8/25/2021 6:04:18 PM

Fetcher[ chart-time is 1 year

draw volume 52 week high
draw volume 52 week low


set{var1, days(volume reached a new 52 week high,252)} add column var1

set{add4, VarOffset(volume,var1)} add column add4
/* Does this return the volume for that many days ago or offset the volume that many days */
add column volume 70 days ago
/* confused on the reason to add a column here for volume 70 days ago */


/* here are my edits to help show a little more about what I'm looking to do with this filter */


set{var2, days(close reached a new 52 week high, 252)} add column var2
set{var3, days(close reached a new 52 week low, 252)} add column var3
set{52WL2WH, var2 - var3} add column 52WL2WH
/* Here i am determing the amount of days it took to go from close price 52 week low to close price 52 week high, for some reason nnrx still is giving problems, but this is what I am trying to find out. For example it took AMC 102 days to go from 52 week low to 52 week high */

set{var5, varoffset(volume,var3)}
set{add5, VarOffset(volume,52WL2WH)} add column add5
/* does add5 add up the volume between close price 52 week low to close price 52 week high? that is what figure I am trying to get and then set it as a average volume(days between 52 wl to 52 wh) is there a way to Date offset just the volume the days to the day of the close price 52 week low? */

set{PercentDiff1, close 52 week high - close 52 week low}
set{percentdiff2, percentdiff1 / close 52 week low}
set{PercentDiff, percentdiff2 * 100}
add column PercentDiff
/* Percent difference from 52 WL to 52 WH */


ma(200) is above ma(200) 1 year ago
close is below 5
Accumulation Distribution is above Accumulation Distribution 1 year ago
Accumulation Swing Index is above Accumulation Swing Index 1 year ago
Average Volume(100) is above 50000
volume 1 year ago is above 0
set{volumeC, count(volume < 1000, 252)}
add column volumeC
volumeC < 90
percentdiff is above 500
set{ma200, ma(200)}
set{DBMA200, count(close is below ma200, 126)} add column DBma200
set{PGDiffN252WH1, close 52 week high - close}
set{PGdiffN252WH2, PGDiffN252WH1 / close}
set{PGdiffN252WH, PGdiffN252WH2 * 100} add column PGdiffn252wh
pgdiffn252wh is more than 300
set{XRN6ML, count( close reached a new 6 month low, 252)} add column XRN6ML
XRN6ML is below 12
draw high 52 week high
set{diff, percentdiff / pgdiffn252wh} add column diff
draw pgdiffn252wh 52 week high

set{volfactor, volume / average volume(10)}
add column volfactor
/* Volfactor is something I use to determine when a stock is getting abnormal volume, my theory is if I can get the average volume for the amount of the time it took from 52 wl to 52 wh, then once the stock breaks that average volume, that will mean the stock is near time for a bullish reversal. It's just a theory but there are many applications I can use it for. Also could put it to a ratio of the percentage gained to see which ones took less volume to go higher (AKA a locked float/ lower SS) */
]



nibor100
818 posts
msg #157438
Ignore nibor100
8/26/2021 12:00:37 PM

@dleather25,

a. The answer to your 1st comment question is that it returns the daily volume value for the day that is that specific number of days in the past from the date the filter is run.

b. 2nd comment question answer is that I added "add column volume 70 days ago" to show that for NNRX the volume value returned based on the days function result(73) was considerably lower than the actual 52 week high volume value on day 70 but that it was correct for the other 3 stocks in my list.

You definitely don't need that line in your filters.

c. 3rd comment question answer is No, add5 is not a sum of volumes it is just the daily volume value for the day that is 52WL2WH number of days in the past from the date the filter is run.

To my knowledge SF has no way to sum volume using a variable, you must enter a numeric value for number of days in the SF Sum function.

d. 4th comment question is unclear to me what you are asking, please clarify using regular english descriptions without the word "offset" as it has more than one interpretation in SF.

Thanks,
Ed S.



dleather25
27 posts
msg #157481
Ignore dleather25
8/30/2021 5:54:34 PM

Okay Thank you very much for your efforts I really do appreciate it. Going to keep working until I find the most successful stock filter in the world. Would love it if Stockfetcher would put all of the OTC stocks on here instead of just the USA ones. Thanks again!



StockFetcher Forums · Filter Exchange · date offset<< >>Post Follow-up

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