[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [EquisMetaStock Group] FW: How to filter out erratic stocks?



PureBytes Links

Trading Reference Links

Thanks for taking the time to review this. I have the setting on the 
Explorer Options tab set to load 1000 records. Some of the tickers do 
have fewer than 100 records available.

Ron

Roy Larsen wrote:

> Ron
>
> I checked your code and mine on a few charts and there is no difference.
> Then I checked then on my ASX database using more than 100 bars, and still
> no difference. Once I ran the code separately on "minimum" bars the
> difference showed up. I think it is easily explained by the fact that my
> code will force the exploration to scan 101 bars (Sum(x,100) + Ref(x,-1)),
> whereas the BarsSince code does not force any minimum number of bars.
>
> Sum() uses a specified number of periods but BarsSince() does not - 
> and the
> Explorer falls victim to this difference when set to minimum periods.
>
> Roy
>
> > I have a question about using the BARSSINCE function vs. using the SUM
> > function in this case.
> > The BARSSINCE function has an issue about the number of bars loaded in
> > the chart.
> > However, I thought the following code should match Roy's:
> >
> > BarsSince(L<Ref(HHV(H,10),-1)*0.9)<100
> >
> > It doesn't. It finds all of Roy's plus several false positives when run
> > against the same ticker list.
> > using <=100 finds even more false positives.
> >
> > If it isn't too much trouble, could somebody explain what is happening
> > in the two pieces of code that create the difference?
> > Roy's code is more accurate than the Barssince code.
> >
> > TIA
> > Ron
> >
> > Roy Larsen wrote:
> >
> > > Barry
> > >
> > > This should do it. Test it as an indicator first.
> > >
> > > Sum(L<Ref(HHV(H,10),-1)*0.9,100)>0;
> > >
> > > Roy
> > >
> > >
> > > > I use EOD data, and I use Explorer to locate stocks that are 
> trending
> > > > up. I currently have to then eliminate stocks that are too prone to
> > > > sudden large falls by eye-balling the charts. It seems to me that I
> > > > should be able to automate this.
> > > >
> > > > Specifically, I would like to filter out any share that recorded a
> daily
> > > > low that was more than 10% lower than the highest high in the
> preceding
> > > > 10 days, and this event occurred at any time during the most recent
> 100
> > > > days.
> > > >
> > > > I would value either a filter formula, or ideas on how to create 
> one.
> > > > Thanks in advance.
> > > >
> > > > Barry
> > > >
> > >
> > >
> > > Yahoo! Groups Sponsor
> > > ADVERTISEMENT
> > > click here
> > >
> <http://rd.yahoo.com/M=256608.3471506.4759744.1261774/D=egroupweb/S=17053756
> 17:HM/A=1633633/R=0/SIG=11hcb8ehs/*http://ads.x10.com/?bHlhaG9vY2I0LmRhd=RND
> %7Cyahoo>
> > >
> > >
> > >
> > > To unsubscribe from this group, send an email to:
> > > equismetastock-unsubscribe@xxxxxxxxxxxxxxx
> > >
> > >
> > >
> > > Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service
> > > <http://docs.yahoo.com/info/terms/>.
> >
> >
> >
> >
> > To unsubscribe from this group, send an email to:
> > equismetastock-unsubscribe@xxxxxxxxxxxxxxx
> >
> >
> >
> > Your use of Yahoo! Groups is subject to 
> http://docs.yahoo.com/info/terms/
> >
> >
>
>
>
> Yahoo! Groups Sponsor
> <http://rd.yahoo.com/M=251812.3170658.4537139.1261774/D=egroupweb/S=1705375617:HM/A=1564416/R=0/SIG=11ti81skc/*http://www.netflix.com/Default?mqso=60164797&partid=3170658> 
>
>
>
> To unsubscribe from this group, send an email to:
> equismetastock-unsubscribe@xxxxxxxxxxxxxxx
>
>
>
> Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service 
> <http://docs.yahoo.com/info/terms/>.



------------------------ Yahoo! Groups Sponsor ---------------------~-->
Get A Free Psychic Reading! Your Online Answer To Life's Important Questions.
http://us.click.yahoo.com/Lj3uPC/Me7FAA/ySSFAA/BefplB/TM
---------------------------------------------------------------------~->

To unsubscribe from this group, send an email to:
equismetastock-unsubscribe@xxxxxxxxxxxxxxx

 

Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/