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Filter Exchange · A SIMPLE QUESTION THAT I STRUGGLE TO ANSWER
Marco Sicily
msg #115167
8/30/2013 9:10:20 PM

Kevin

Here is a filter I have been using. I know it is not what you are looking for but it has tested out pretty well.


Fetcher[stock is an ETF
and volume (21) is above 125,000
and close is below lower bollinger band(5,1) last 3 consecutive days
and add column count( close is below lower bollinger band(5,1),5) {Below last 5 days}
and close is above MA(200)
add column bollinger %b(5,1)
]




Filter Exchange · A SIMPLE QUESTION THAT I STRUGGLE TO ANSWER
Marco Sicily
msg #115242
modified
9/7/2013 10:59:42 AM

Hello Rakker

I'm Sorry for the delay in answering - Out of town on business

With the MA(200) I am simply trying to determine that I have identified an uptrending stock in a deep pullback. Stocks that spend multiple days below the lower BB traditionally have significant bounces when they revert to their established uptrend.

Simple oversold filter which seems to work well.

General Discussion · Consecutive Days Question?
Marco Sicily
msg #115368
9/13/2013 11:48:51 PM

Hello Everyone,

I want to add a column in the filter results that counts the number of consecutive days something occurs. The criteria will vary ...i.e...

How many consecutive days ...."High was 1 percent above open"

I know i've seen this done before but I cannot find the code.

Thanks !

General Discussion · Don Miller Trading Journal
Marco Sicily
msg #114737
8/3/2013 7:07:52 PM

I've had a couple email conversations with Don and one lengthy phone conversation. This guy is the real deal. I was just starting to trade and had absolutely nothing to offer to Don. Despite this, he replied to my inquiry and even called me to discuss my situation. He spent his valuable time advising me with nothing in it for him ( except my gratitude) and was extremely genuine and concerned. A Quality Man and World Class Trader.


Filter Exchange · How to count when two separate criteria are met?
Marco Sicily
msg #136196
6/5/2017 7:35:14 PM

Hello Everyone,

I'm interested in a work around for the SF limitations using the Count feature. I know that SF does not support using 2 or more criteria in a "Count" filter phrase but I'm thinking someone out there has devised a workaround solution.

I am trying to count how many times in the last 100 days a specific symbol has had both the high of the day be > 0.50% above the open and the low of the day be > 0.50% below the open. It's easy enough to code to discern how many times either criteria been met but I haven't been able to develop code to see how many days that both the high and low criteria are met.

Thanks in advance for your help.

Marco

Filter Exchange · How to count when two separate criteria are met?
Marco Sicily
msg #136199
6/5/2017 10:48:48 PM

Thanks "four" for your help ! I had previously reviewed that post and it seems to explain how to code to find out if two conditions are met. What I can't figure out is how to then discern how many times in 100 days that both conditions were met. That is what I am most interested in. I didn't see in Kevin's or TRO's code that answer but maybe I'm missing something obvious.

These two lines of my code tell me how many times each condition was met in the last 100 days:

add column count(high more than .50 percent above open, 100) { high >.50% above open}

add column count(low more than .50 percent below open, 100) {Low > .50% below open}

Now I need to figure out how to find out how many days in the last 100 days that both conditions were met on the same day.

Filter Exchange · need help with filter to present total gap amount in pct
Marco Sicily
msg #120744
6/13/2014 8:10:23 PM

Gus

I adapted this from TRO's filter. Measures Gaps Up, Gaps Up Filled and Filled Percentage. Same with Gaps Down.
I also have a column for consecutive Gaps Up/Down. A -3 for example means 3 straight days of a Gap Down, a 5 is 5 straight days of Gap Up. Useful when looking for a mean reversion.

Don't know if you still need this....

Marco

Stock
Fetcher[

* gap fill statistics */

set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{absgap, abs(Xgapped)}

set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}

set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 100)}
set{gapdn100f, count(gapdnfilled > 0, 100)}

set {%up, gapup100f / gappedup100 }
set {%dn, gapdn100f / gappeddn100 }




set{CCb,days(open is above close 1 day ago,100)}
set{CCa,days(open is below close 1 day ago,100)}
set{CxC, CCa - CCb}

and add column CxC { Gap Up/Down}
/* DRAW PLOTS */

DRAW XGAPPED ON PLOT XGAPPED

/* DISPLAY COLUMNS */

add column separator

and add column gappedup100
and add column gapup100f
add column separator

add column %up
add column separator


and add column gappeddn100
and add column gapdn100f
add column separator

add column %dn
add column separator
and add column cma(absgap,100)
and add column gap (absgap,100)


and add column avg. gap (absgap,100)
add column separator
and add column absgap 100 day high
add column separator

and add column absgap 100 day low
add column separator


/* SELECTION CRITERIA */
and stocks have average volume(90) above 200000
and close is above 2

/* SORT CRITERIA */

SORT COLUMN 7 DESCENDING
]



Filter Exchange · need help with filter to present total gap amount in pct
Marco Sicily
msg #120774
6/16/2014 4:31:50 PM

Bert

Here is TRO's filter revised with the requested info. TRO originally included most of this I just added a few things.

1.) The Avg. Gap,100 column is the Avg. Daily Gap over the last 100 days in Dollars and Cents.

2.) The todaysgap% column is exactly that... Today's gap as a % of the opening price

3.) The Largest and Smallest Gap,100 columns are self explanatory. ( Important for checking for bad ticks or outliers which mess up the average gap %)

Hope this helps... We all owe guys like TRO and Kevin a great deal for their unselfish work.


Marco



Stock
Fetcher[

* gap fill statistics */

set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{absgap, abs(Xgapped)}

set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}

set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 100)}
set{gapdn100f, count(gapdnfilled > 0, 100)}

set {%up, gapup100f / gappedup100 }
set {%dn, gapdn100f / gappeddn100 }




set{CCb,days(open is above close 1 day ago,100)}
set{CCa,days(open is below close 1 day ago,100)}
set{CxC, CCa - CCb}

and add column CxC { Gap Up/Down}
/* DRAW PLOTS */

DRAW XGAPPED ON PLOT XGAPPED

/* DISPLAY COLUMNS */

add column separator

and add column gappedup100
and add column gapup100f
add column separator

add column %up
add column separator


and add column gappeddn100
and add column gapdn100f
add column separator

add column %dn
add column separator
and add column cma(absgap,100){Avg. Gap,100}
add column separator

and add column gap (absgap,100){todaysGap%}
add column separator



add column seperator
and add column absgap 100 day high{Largest Gap,100}
add column separator

and add column absgap 100 day low{Smallest Gap,100}
add column separator


/* SELECTION CRITERIA */
and stocks have average volume(90) above 200000
and close is above 2

/* SORT CRITERIA */

SORT COLUMN 7 DESCENDING
]




Filter Exchange · need help with filter to present total gap amount in pct
Marco Sicily
msg #120777
modified
6/16/2014 7:52:39 PM

Bert

I'm not sure how to code the info you're looking for. I actually developed a spreadsheet in Excel to run those kind of numbers. I download the price history from Yahoo Finance and copy and paste it into my spreadsheet template. Took me a while to get it the way I wanted it but now it is quick and easy and gives me more detailed info as far back as I want to look.

If you want to send me your email address I would be happy to share it with you along with instructions on how to use it.

Marco

General Discussion · New charts ????
Marco Sicily
msg #116503
11/5/2013 7:30:30 PM

Much nicer look to the charts but the drawing tool is not working. I'm using Chrome for the browser. Fix that and I think it is a major upgrade.

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