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General Discussion · Add Column Day Position
chessnut1
msg #152561
6/8/2020 4:25:24 PM

I am wanting to obtain column results from my filter that show the close position between H and L of the day in terms of a percentage (where mid position would be 50, high of day would be 100). I assume Day Position should do this. But I cannot get expected Day Position column results from my filter (below). Anyone suggestions for a fix? Thanks.

Filter:

Close is above Day Position(0.50,1)
Average volume(30) is above 300000
Volume is above 100000
Average Day Range(30) is above 3
set{ADR30, Average Day Range(30)}
set{ADR10, Average Day Range(10)}
add column ADR30
add column Day Position

General Discussion · Add Column Day Position
chessnut1
msg #152592
6/10/2020 12:12:30 PM

Thanks for your reply Joey. Before posting my question I tried using the same parameters on the column line as I have on the first line, as well as every other variation of the Day Position settings I could imagine. The column with data appears but the data in the column never matches the true day position of the candle.

Might need some SF input on this one. Thanks again.

General Discussion · Add Column Day Position
chessnut1
msg #152595
6/10/2020 6:20:32 PM

After experimenting with Day Position, I discovered that the value returned (in columns) is the day position as price value. I was hoping to get the value as percentage. so I will use Day Range for that.

General Discussion · Anyone KNOW where to SEE Current SHORT intrest?
chessnut1
msg #33949
11/15/2004 7:00:36 PM

You can use Yahoo Finance. Just type in the stock symbol, then on the left column find "Key Statistics" under "Company." It also gives % held by insiders, % held by institutions, the float, etc.

--BJ


General Discussion · Ave Vol of Past White Candles Only
chessnut1
msg #32555
7/11/2004 9:03:45 PM

Can anyone come up with a way to search for stocks where volume is 2 times greater than the average volume over the last X-number of WHITE [only] Candle days?

My interest is to know how to phrase the average volume of the past 5 white-candle days, skipping, or not counting, the volume of intervening red-candle days.

I am interested in this because a search for volume spikes on the basis of comparing current volume with past X number of days' volume does not differentiate between buying and selling volume.

I realize that one wide-brushed solution is to compare the current day's volume with a longer past period, say, average volume(90), but when I want to compare the current up-day's volume to volume of the past 10 days without counting the red candle days, I'd love to have a way to do that.

Thanks in advance.

--BJ


General Discussion · Ave Vol of Past White Candles Only
chessnut1
msg #32570
7/13/2004 12:13:14 AM

cegis,

Thanks for pointing me in the right logical direction. I may need another nudge however in getting the syntax worked out right, because the following is my best shot, and it's not working. Hope you can point out the error of my ways. :)

Fetcher[find stocks where close is between 1 and 10 and average volume(90) is above 100000 and

set{white10,count(close 10 days ago is greater than open 10 days ago,1)}
set{white9,count(close 9 days ago is greater than open 9 days ago,1)}
set{white8,count(close 8 days ago is greater than open 8 days ago,1)}
set{white7,count(close 7 days ago is greater than open 7 days ago,1)}
set{white6,count(close 6 days ago is greater than open 6 days ago,1)}
set{white5,count(close 5 days ago is greater than open 5 days ago,1)}
set{white4,count(close 4 days ago is greater than open 4 days ago,1)}
set{white3,count(close 3 days ago is greater than open 3 days ago,1)}
set{white2,count(close 2 days ago is greater than open 2 days ago,1)}
set{white1,count(close 1 days ago is greater than open 1 days ago,1)}

set{vol10, count(white10 multiplied by volume 10 days ago)}
set{vol9, count(white9 multiplied by volume 9 days ago)}
set{vol8, count(white8 multiplied by volume 8 days ago)}
set{vol7, count(white7 multiplied by volume 7 days ago)}
set{vol6, count(white6 multiplied by volume 6 days ago)}
set{vol5, count(white5 multiplied by volume 5 days ago)}
set{vol4, count(white4 multiplied by volume 4 days ago)}
set{vol3, count(white3 multiplied by volume 3 days ago)}
set{vol2, count(white2 multiplied by volume 2 days ago)}
set{vol1, count(white1 multiplied by volume 1 days ago)}

and set{Sum1, count(vol10 + vol9)}
set{Sum2, count(Sum1 + vol8)}
set{Sum3, count(Sum2 + vol7)}
set{Sum4, count(Sum3 + vol6)}
set{Sum5, count(Sum4 + vol5)}
set{Sum6, count(Sum5 + vol4)}
set{Sum7, count(Sum6 + vol3)}
set{Sum8, count(Sum7 + vol2)}
set{Sum9, count(Sum8 + vol1)}

set{TotalWhites1, count(white10 + white9)}
set{TotalWhites2, count(TotalWhites1 + white8)}
set{TotalWhites3, count(TotalWhites2 + white7)}
set{TotalWhites4, count(TotalWhites3 + white6)}
set{TotalWhites5, count(TotalWhites4 + white5)}
set{TotalWhites6, count(TotalWhites5 + white4)}
set{TotalWhites7, count(TotalWhites6 + white3)}
set{TotalWhites8, count(TotalWhites7 + white2)}
set{TotalWhites9, count(TotalWhites8 + white1)}

set{AvgVolWhites, Sum9/TotalWhites9}
and volume is more than 10 percent above AvgVolWhites
and add column AvgVolWhites
and set{VolDiff, volume - AvgVolWhites}
and set{VolRatio, VolDiff/AvgVolWhites}
and set{Vol%Chg, VolRatio * 100}
and sort column Vol%Chg descending
]



--BJ



General Discussion · Ave Vol of Past White Candles Only
chessnut1
msg #32571
7/13/2004 12:17:28 AM

As you can tell, I even dropped my ambitious search for 2 times ave volume to a mere 10 percent increase over average volume in order to be sure I wasn't getting 0 returns because of the high requirement. But even with the 10% it produces zip.

--BJ


General Discussion · Ave Vol of Past White Candles Only
chessnut1
msg #32589
7/16/2004 3:48:21 AM

Wow, that WAS brilliant, cegis! The sum feature was the perfect solution.

(If others are interested in the sum feature, it is found under the Announcements Section of the Forum, in the "More Math functions Available" thread). Actually, since it is so short, I'll just reproduce it here:

sum(IND,LENGTH): return the sum of a measure, over the specified length.

Fetcher[
set{diff, close - close 1 day ago}
set{product, diff * volume},
show stocks where sum(product,10) crossed above 0
]



Thanks again for the creative solution! For my purpose I tweaked the filter you posted by adding, "and close above high," so that the most recent candle is always white.


Great job cegis!

--BJ


Filter Exchange · Back Testing Time Frames
chessnut1
msg #27058
6/25/2003 12:01:48 PM

Yes, I am interested in this too. --BJ


General Discussion · Backtesting Improvement
chessnut1
msg #27061
6/25/2003 1:00:17 PM

I want to be able to more easily and effectively check my filters in past defined periods of time, such as bear market periods. I'd like to be able to simply input a "from date A to date B" command in conjunction with or instead of the date offset. Have some magic up your sleeves for us? --BJ


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