chetron
2,817 posts
msg #69275
- Ignore chetron |
11/18/2008 9:20:46 AM
SO EVEN THOUGH LONG_PROFIT IS THE RESULT OF WEEKLY DATA, THE SAMPLE OF 52 IS FOR DAYS AND NOT RESULTS?
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ddavid
10 posts
msg #69286
- Ignore ddavid |
11/19/2008 8:51:54 AM
TRO - can you explain how your usage of the count function is counting the "slow cooker" pattern over the past 52 weeks since the count function only works for number of days as shown below?
The parameters to the count function, as described in the user guide is this:
Parameters:
Indicator (the indicator to apply the count to)
Length – (number of days)
Usage:
Count(Indicator, Length)
Therefore, this little snippit of code from the first page of the forum, seems to be finding when the (weekly high - weekly open) / weekly open is over 1% over the past 52 days, not over the past 52 weeks...
set{whiop, weekly high - weekly open}
set{Long_Profit, whiop / weekly open }
set{onepct, count(Long_Profit > .01 , 52)
TRO, If you could shed some light on this it would be great. TIA!!!
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chetron
2,817 posts
msg #69287
- Ignore chetron
modified |
11/19/2008 9:15:54 AM
SO IT IS ONLY LOOKING AT THE LAST 10.4 WEEKS. 52 DAYS / 5 DAYS A WEEK EQUAL 10.4 WEEKS?
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ddavid
10 posts
msg #69291
- Ignore ddavid |
11/19/2008 10:25:08 AM
no chetron... using the count function in this way makes no sense at all (according to the support team at stockfetcher)... hence why I am hoping TRO will explain his logic behind his code...
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TheRumpledOne
6,529 posts
msg #69305
- Ignore TheRumpledOne |
11/20/2008 12:45:05 AM
Perhaps I am mistaken.
Hey StockFetcher, what's the correct answer?
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welliott111
98 posts
msg #69883
- Ignore welliott111 |
12/16/2008 4:52:51 PM
This tells me that the "weekly" information is valid. If you pull up the chart of AAPL, you'll see that the WEEKLY high was above
103 (1) time in the past 2 weeks. It was NOT above 103 within the past 2 DAYS.
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fortyfour
189 posts
msg #70762
- Ignore fortyfour
modified |
1/17/2009 5:01:14 AM
Hello,
I am trying to use TRO's format for getting stats on STOCKS FOR SWING TRADING.
Using a stochs(5) cross above the 30 line ,and taking the 3 day change "around" this trigger.
Then,
assigning "return performance" slots in a similar way that the "RUN FOREST, RUN" filter
does for day traders ....................
However, double counting indicated in the sum column is distorting results.
Also, I dont know how to precisely measure the results only "AFTER" the crossover rather than
the general 3 day lookback. Ideas?..................
Any fixes, cleanups, improvements for this filter would be appreciated.
I want to swing a big dick here.... Cheers.
Thanks.
TIA.
+++++++++++++ SWING DICK, SWING FILTER ###########################
/***** measure 3 day gain near stochs x-over*********/
set{swing_up, sum(day change,3)}
/***********lookback up to 3 days for a xover****************/
set{setup, count(slow stochastics(5) crossed above 30,3)}
SET{5A, COUNT(SWING_UP > 5%, 1)}
SET{5_10A, COUNT(SWING_UP > 10%,1)}
SET{5%_10%, 5A - 5_10A}
SET{10A, COUNT(SWING_UP > 10%, 1)}
SET{10_15A, COUNT(SWING_UP > 15%,1)}
SET{10%_15%, 10A - 10_15A}
SET{15A, COUNT(SWING_UP > 15%, 1)}
SET{15_20A, COUNT(SWING_UP > 20%,1)}
SET{15%_20%, 15A - 15_20A}
SET{20A, COUNT(SWING_UP > 20%, 1)}
SET{20_30A, COUNT(SWING_UP > 30%,1)}
SET{20%_30%, 20A - 20_30A}
SET{30_PLUS, COUNT(SWING_UP > 30%, 1)}
/****************logic AND of stochs crossover and a profit gain during and or after this xover.*********************/
set{S5_10, 5%_10% * setup}
set{ S5_10_count , count(S5_10 crossed above .5,50) }
set{S10_15, 10%_15% * setup}
set{ S10_15_count , count(S10_15 crossed above .5,50) }
set{S15_20, 15%_20% * setup}
set{ S15_20_count , count(S15_20 crossed above .5,50) }
set{S20_30, 20%_30% * setup}
set{S20_30_count , count(S20_30 crossed above .5,50) }
set{S30_PLUS, 30_PLUS * setup}
set{S30_PLUS_count , count(S30_PLUS crossed above .5,50) }
set{sa, s5_10_count + s10_15_count}
set{sb, sa + s15_20_count}
set{sc, sb + s20_30_count}
set{sum, sc + s30_plus_count}
add column sum
ADD COLUMN S5_10_COUNT
ADD COLUMN S10_15_COUNT
ADD COLUMN S15_20_COUNT
ADD COLUMN S20_30_COUNT
ADD COLUMN S30_PLUS_COUNT
DRAW SWING_UP
close > 1
avg vol(30) > 1000000
draw slow stochastics(5)
draw day change
SORT COLUMN 10 DESCENDING
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chetron
2,817 posts
msg #70764
- Ignore chetron
modified |
1/17/2009 8:39:36 AM
clickable....
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ultra5150
15 posts
msg #70981
- Ignore ultra5150 |
1/27/2009 2:42:53 AM
Just caught up on reading this forum. Did TRO or anyone else verify that the filter on page 1 is still valid since there are some questions about it near the end of the thread?
Thanks.
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TheRumpledOne
6,529 posts
msg #71115
- Ignore TheRumpledOne |
1/31/2009 2:14:15 PM
What do you mean by "valid"?
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