StockFetcher Forums · View by Author: (49 messages)  [ Display By: Date / Subject ]<< 1 2 3 4 5 >> 
Filter Exchange · Debugging Help Please - Adding decimal values
bka58
msg #108304
10/6/2012 12:48:14 AM

The following partial filter is now correctly setting the variable uv4. When I try to add 1 or 1.0000 to uv3, the result is 1 instead of the factional value I was expecting.

Does anyone have any thoughts about what I am doing wrong? Thanks in advance.


symlist(DRN,EDC,TMF,UMDD,UPRO)

set{uv1,price 63 days ago - price}
set{uv2,uv1 / price} /*3 mo rtn*/
set{uv3,uv2 / 100}
set{uv4,1.0000 + uv3}
set{uv5,price * uv4}
set{uv6,price / uv5}
set{uv8,pow(uv6, .01587)}

add column uv1
add column uv2
add column uv3
add column uv4
add column uv5
add column uv6
add column uv8

Filter Exchange · Debugging Help Please - Adding decimal values
bka58
msg #108305
10/6/2012 12:51:02 AM

Fetcher[
symlist(DRN,EDC,TMF,UMDD,UPRO)

set{uv1,price 63 days ago - price}
set{uv2,uv1 / price} /*3 mo rtn*/
set{uv3,uv2 / 100}
set{uv4,1.0000 + uv3}
set{uv5,price * uv4}
set{uv6,price / uv5}
set{uv8,pow(uv6, .01587)}

add column uv1
add column uv2
add column uv3
add column uv4
add column uv5
add column uv6
add column uv8
]



Filter Exchange · ETF Curve Fitting Filter?
bka58
msg #108286
10/4/2012 3:23:50 PM

I discovered a filter on etfscreen com that shows very interesting results. I have created a fetcherized version below with results. I have tried substituting other ETFs but the results are much lower. What I am wondering is if this filter is really the result of curve fitting or some other fluke. I would appreciate any thoughts on the subject.

Fetcher[
symlist(BND, CUT, DBA, DBB, DBE, ESD, EWX, FXI, GWX, OIH, RWX, SLV, TLT, VEU, XLF)
set {uv1, ema(5) / ema(50)}
show stocks where price > ma(50)
and price > ma(100)
and uv1 > 1.00
and uv1 < 1.11
add column uv1
sort column 5 desc
]



Select the top choice and review/adjust every 1 week.
CAGR = 39.2
Ulcer Index = 9.6
Max drawdown = 17%
From 10/1/2007 thru 9/28/2012, $1000 is now worth over $5200.

OR

Select the top choice and review/adjust every 2 weeks.
CAGR = 36.2
Ulcer Index = 8.4
Max drawdown = 19%
From 10/1/2007 thru 9/28/2012, $1000 is now worth over $5000.

OR

Select the top choice and review/adjust once a month.
CAGR = 26.1
Ulcer Index = 10.6
Max drawdown = 20%
From 10/1/2007 thru 9/28/2012, $1000 is now worth over $3200.

Filter Exchange · Filter Help
bka58
msg #34061
11/22/2004 5:44:48 PM

Can someone assist? I am trying to create a filter that would show todays volume is more than twice Average Volume(50). Thank.


Filter Exchange · Filter Help
bka58
msg #34062
11/22/2004 6:39:01 PM

Tried the following with no success:

set{avgvol2,(AvgVol(50) * 2)}
volume is above avgvol2


Filter Exchange · Filter Help
bka58
msg #34064
11/22/2004 7:09:39 PM

Excellant! Thank you very much.


Filter Exchange · gap up size relative to the average candle size
bka58
msg #34452
12/21/2004 2:58:44 PM

I tried the following variation to what you mentioned. The problem I am seeing is that the values returned for gapup1 and gapup2 are not actually the differences. Look at LU as an example. Please let me know if I have coded something incorrectly.


set{gapup1, abs(low - high 1 day ago)}
set{gapup2, abs(high 1 day ago - low)}

low is above high 1 day ago
and gapup1 is above .10

add column gapup1
add column gapup2
add column low
add column high 1 day ago


Filter Exchange · Golden Cross Filter?
bka58
msg #84474
12/15/2009 5:28:48 PM

Can a filter be written to duplicate this? It looks like it would have a nice use when applied to a restrictive 401K account

Just the 12 sma on a monthly chart will keep you in and out of the major moves with few whipsaws. http://dshort.com/charts/SP500-market-timing.html?SP500-monthly-12MA-since-1995


Filter Exchange · How do you get % diff between 10 wk high & Close
bka58
msg #122668
1/29/2015 10:44:03 AM

Maybe this....

set{diff2,high 10 week high minus close}
set{diff2%,diff2 / close}
set{ratio,diff2% * 100}

add column high 10 week high
add column ratio

Filter Exchange · How do you get % diff between 10 wk high & Close
bka58
msg #122677
1/29/2015 3:40:39 PM

My math shows it to be closer to 36%, not 26%. But, I could be missing something.

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