nikoschopen
2,824 posts
msg #57486
- Ignore nikoschopen
modified |
12/3/2007 9:42:55 PM
Alright, I already made this same request in the "SF pro wish list" thread dedicated to that elusive SF Santa, but I fear the jolly old man might overlook this request . So here I repeat verbatim.
There are in fact two things that I badly need this Christmas season. They're both a variation on the theme of days() function.
1) I need to calculate how many days a stock took to, say, run up 5% or more. Currently, the days() only tells us how many days ago the criteria was met but it doesn't tell us just how long it took to meet those criteria.
2) I need to use the value derived from the days() as a variable nested in another expression. Take "set{x, days(price reached a new 52 week high,10)}" for example. Suppose it spits out 2 as its value. Now I would like to find out whether there was a volume spike to support the new 52 week high by writing "count(volume x days ago is more than 200% above avgvol(50),1)" Unfortunately, this doesn't go down very well under the current system. |
These two, in my otherwise myopic opinion, would literally change the way we write filters. That is, if they ever become a reality.
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luc1grunt
622 posts
msg #57487
- Ignore luc1grunt |
12/3/2007 9:47:06 PM
Niko, I'm too thin to be a Santa, wish I could help.
Did you get my e-mail concerning futs?
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TheRumpledOne
6,529 posts
msg #57526
- Ignore TheRumpledOne
modified |
12/4/2007 1:07:02 PM
*** WORK IN PROGRESS ***
This is for price increase by 5% or more in 1 or 2 days.
Of course, you can expand it to 3 or more days.
HTH.
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nikoschopen
2,824 posts
msg #57529
- Ignore nikoschopen |
12/4/2007 1:19:00 PM
Grunt,
A reply has been sent!
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nikoschopen
2,824 posts
msg #57530
- Ignore nikoschopen |
12/4/2007 1:23:34 PM
TRO,
Thanks for ure input, but I'm afraid that's not what I asked for. What I'm after is for the SF to tell me how many days have passed for the stock to rise 5 percent or more. Ure filter, on the contrary, requires you to manually specify the duration for this to happen (eg. 1 or 2 days).
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TheRumpledOne
6,529 posts
msg #57568
- Ignore TheRumpledOne |
12/4/2007 8:31:53 PM
LOL...yes but while you wait, you can still have the results you want.
I don't know how many days before you don't care... 5 or less, 10 or less, etc.. So I just wrote a simple filter that you can expand on.
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nikoschopen
2,824 posts
msg #57573
- Ignore nikoschopen |
12/4/2007 10:52:44 PM
Actually, there IS a way to manually calculate the number of days involved but as you will about to see SF is outta whack.
The present value ("PV") of the price before the 5% move is shown on the column labeled "5pct" and the number of days that a stock took to gain 5% is shown in the "dayz" column. But, as you can see, only values shown for the "dayz" is -1.
I really hope SF personnel will have a chance to look into this or, better yet, hard code this feature.
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guru_trader
485 posts
msg #57577
- Ignore guru_trader |
12/5/2007 12:20:22 AM
For the 5% rule ...
Is there a maximum or minimum number of days within which this event can occur? Can there be losing days between the start of the trend and the end?
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guru_trader
485 posts
msg #57582
- Ignore guru_trader
modified |
12/5/2007 1:12:31 AM
I see what you mean ... I tried changing the formulas around a little with no luck ...
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guru_trader
485 posts
msg #57583
- Ignore guru_trader
modified |
12/5/2007 1:26:03 AM
As for your 2nd request, I would love to have that ability also ... and the ability to test on intraday data.
Done manually,
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