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Filter Exchange · /* MPs RSIWRL DISPLAY */
cegis
msg #37208
7/31/2005 4:31:17 PM

Glad to help!

C


General Discussion · a ZUBER example, rsi(15), vol(10), some answers please.
cegis
msg #31111
2/17/2004 9:54:37 AM

Another "web speak" you may see a lot on stock sites:

YMMV - Your Milage May Vary (meaning "you'll probably get different results"). I always add it as a "disclaimer", so someone reading my post can't "blame" me if what I say doesn't work for them (although they often do <g>)...

HTH,

C

(That's Hope This Helps)


General Discussion · A COMPLETE LOGIC SYSTEM - ANOTHER GIFT FROM AVERY
cegis
msg #32374
6/17/2004 1:35:21 PM

RumpledOne,

Good idea to make a post on this thread to bring it back to the top of the list!

I just re-read the thread, and would like to make some comments:

1) RPG II - WOW! I haven't used THAT for quite a while, either! (But more recently than 20 years ago, I think. Imagine THAT!)

2) Unfortunately, I don't believe this technique is copyrightable, as it is standard algebraeic (sp??) logic, with one exception: AND is "usually" implemented with multiplication (c1 * c2 = 1 is the same as c1 AND c2). Using multiplication keeps your values 1 if "the whole schebang" is true, and 0 if false. (Think complex conditions...) No need to figure that c1 AND c2 AND c3 should be using 3 instead of 2 and so forth. (Although that's not hard, it could be a point of error if you are editing a filter.)

3) "NOT c1" could also be implemented as (1 - c1), which again keeps "true" = "1", and "flase" = "0", for use in more complicated expressions. (Again, "standard" algebraeic logic...)

4) **IMPORTANT** (IMHO) This technique also allows for IF/THEN/ELSE!!! Let me use an example (NOT necessarilly a good filter, but a good example!) to explain. Suppose you want a volume condition, but the volume limit is to be based on price. Let's say, if a stock's price is less than $5, you want an average volume(30) of at least 100,000. For stocks >= $5, you want the average volume(30) to be at least 250,000. Here's a filter that illustrates how to achieve this:

Fetcher[
set{if,count(price is less than 5,1)}
set{vol1,if * 100000}
set{else,1 - if}
set{vol2,else * 250000}
set{vol,vol1 + vol2}

price between 4.5 and 5.5
and average volume(30) is greater than vol

add column average volume(30)
add column if
add column else
add column vol1
add column vol2
add column vol
]



The first set{} will result in "if" being 1 if the price is below $5, or 0 if the price is >= $5.

The second set{} command (and here's the trick) will result in "vol1" being 100,000 if the price is below $5, or ZERO otherwise. This is kinda like an AND, except the value you're looking for won't be only zero or one.

The third set{} is really "NOT if", to be used for the "else" part of the condition.

The fourth set{} uses the same trick as the second, resulting in "vol2" being 250,000 or zero.

Note that "vol2" will be 250,000 ONLY when "vol1" is zero, and "vol1" will ONLY be 100,000 when "vol2" is zero. That allows the last set{} command to be our desired volume limit based on price! (This is kinda like an OR, except using non-binary numbers.)

Oh, yeah. This is also a case where you might NEED the implementation of AND described above, and NOT BE ABLE to use SF's implementation. (Think "volume must be > 100,000 if price is < 5 AND RSI(2) < 1, otherwise voume must be > 250,000".)

I hope this information is useful.

C


General Discussion · A COMPLETE LOGIC SYSTEM - ANOTHER GIFT FROM AVERY
cegis
msg #33483
10/4/2004 12:57:30 PM

Icculi,

There is no limit to the number of set{} statements in a filter (that I am aware of, although the syntax checker currently complains if there are more than 10). However, there is a limit how many times the set{} command can be "nested" - that is, one set{} being based on another. The number of nestings depends on the functions used, so I can't state an exact number. Very likely (due to the 5 OR's), you have hit the limit.

To determine if this is the case, you can use the "add column" phrase for each of your set{} statements. If any don't show up, there's EITHER a syntax problem (typo), or you hit the limit.

One thing you might want to try, is to not use set{} for the BB and CC variables. When calculating the MM variables, use the count()'s that are in the BB and CC set{}s, like so: set{MM0, COUNT(CLOSE IS BELOW LOWER BOLLINGER BAND(20),1) * COUNT(CLOSE HAS BEEN DECREASING FOR 3 DAYS,1)}. This *DOES* work sometimes, as I have done it before. (I haven't tried in this case, though...)

Another possibility that you could try is simply break the filter up into two or more filters, then create a watch list that auto-fills using the resulting filters. (This would work if the problem IS the nesting of the OR set{}s.)

Another possibility, although it might be some work to figure out correctly, is to use the fact that

(A or B) = NOT[ NOT(A) and NOT(B) ]

as well as

(A and B) = NOT[ NOT(A) or NOT(B) ].

This may get you to a point where your selection condition could read as a series of 5 AND's. "Thinking out loud" (i.e., this may be wrong, test it), that would give:

SET{CC0,1 - COUNT(CLOSE HAS BEEN DECREASING FOR 3 DAYS,1)}
set{MM0, count(close >= lower bolinger band(20),1) + CC0}

<etc. for MM1 thru MM5...>

MM0 * MM1 * MM2 * MM3 * MM4 * MM5 is equal to 0

What this is doing is, for CC0, calculating the NOT of your CC0, and for MM0, it uses the opposite condition of your BB0, and ORs that with my CC0. That makes my MM0 compute to NOT(yourBB0) or NOT(yourCC0), and to NOT that, I just make sure the answer is zero. (I'm not sure if this is 100% right, but it gives you an idea of what I'm talking about...) Note that the maximum number of nesting levels is only one (CC0 within MM0, CC1 within MM1, etc.), instead of your six (BB0 within MM0, MM0 within OR1, OR1 within OR2, etc.).

HTH,

C


General Discussion · A COMPLETE LOGIC SYSTEM - ANOTHER GIFT FROM AVERY
cegis
msg #34553
12/27/2004 1:57:17 PM

I thought I'd add to this thread just to bring it to the top of the forum list. It seems to be a popular topic lately...

HTH,

C


Filter Exchange · A filter for stocks with a high probabilty of making a large move
cegis
msg #31715
4/13/2004 8:07:16 PM

cjx3000,

If I could answer that, I wouldn't be spending my time in these forums! <G> (I'm too new to TA... Writing a filter based on someone else's idea is a TOTALLY different exercise!)

BUT, if you come across something, PLEASE POST IT, so we can all go to the bank daily!!! <VBG>

C


Filter Exchange · A filter for stocks with a high probabilty of making a large move
cegis
msg #31746
4/14/2004 8:20:24 PM

yepher,

Might it be the trend of the general market???

Just a thought...

C


Filter Exchange · A filter for stocks with a high probabilty of making a large move
cegis
msg #31749
4/14/2004 9:08:35 PM

yepher,

Just took a look at the results from the (clickable) filter above. Is there any way to find these matches the day BEFORE they would match this filter??!! (I'm being sarcastic, unless you really CAN figure that out!)

BTW, the
Fetcher[ ]

directive for some reason does not produce a link in the posted message if there is a '>' in the filter (maybe '<' too). You need to spell out "greater than"... Also, if you use "preview message" it will show an active link for
Fetcher[ ]

directives if will end up as one in the final post. (If it doesn't show as an active link, you can go back and try to figure out why...)

HTH,

C


Filter Exchange · A filter for stocks with a high probabilty of making a large move
cegis
msg #31753
4/15/2004 11:30:14 AM

Yepher,

Thanks for the discussion. I think it's gonna take me a few reads to digest it all. Currently, I don't day trade (too often). I prefer swing trading at the moment. But I do understand your comments on continuing big moves. I just haven't figured out how to discern if those follow-up moves are going to be up or down :-<. Sometimes the psychology of the market seems totally illogical. Unfortunately, I have a very logical mind, so my calls can be way off base. And, glad I can help on
Fetcher[ ]

. I just found out about the > thing recently...

TxTrapper,

I'm familiar with the days ago syntax, but I must admit I have no clue what R1 and R2 are. Care to elaborate? My point to Yepher was that his filter catches stocks that HAD huge moves today. If you could only catch them a day earlier! <G>

C


General Discussion · add column high 4 week close
cegis
msg #33453
9/30/2004 8:10:49 AM

tuttlem,

The phrase you're looking for is "close 4 week high", not "high 4 week close". You just got the words backwards... The general phrase is <indicator> <period> <high | low>, where "|" means "or".

HTH,

C


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