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If I get it right, then adding one-two lines to Preston's code should
do the trick:
qstart:=Frac(Month()/3)<>0 AND Ref(Frac(Month()/3),-1)=0;
a:=ValueWhen(1,qstart,C);
QROC:=100*(c/a-1);
lsq:=LowestSince(1,qstart,qroc);
lsq<=-50;
This will plot a "1" whenever we have a more than 50% fall at any
point during the current quarter.
It can also be used to indicate max fall during the quarter, if the
last line is replaced by simply plotting lsq.
Regards,
mc
--- In equismetastock@xxxxxxxxxxxxxxx, "mdtmn" <mdtmn@xxx> wrote:
>
> Hi Preston,
> Thanks again for the reply
> cheers
> Michael B
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@> wrote:
> >
> > Michael,
> >
> > What I gave you was a Quarterly ROC. It begins calculating a new ROC
> > at the beginning of each quarter. I don't think you will find
> > anything like it in a web search.
> >
> > The formula for a ROC is today's Close minus a close in the past. So
> > is "close to close" today's close minus yesterday's close?
> >
> > If that is the case then why not use the gapdown function. A gap down
> > occurs if yesterday's low is greater than today's high. True it
> > measures lows to highs but a daily move on the magnatude of 50% is
> > going to be a gap down day.
> >
> >
> > If you decide to use the indicator that I gave you, its a simple
> > matter of putting the indicators that I gave you together in order to
> > do a search. The indicator would look like this:
> >
> >
> > {Quarterly ROC %}
> > qstart:=Frac(Month()/3)<>0 AND Ref(Frac(Month()/3),-1)=0;
> > a:=ValueWhen(1,qstart,C);
> > QROC:=((C-A)/A)*100; {Percentage}
> > Quarter:=If(Month()=1 OR Month()=2 OR Month()=3,1,
> > If(Month()=4 OR Month()=5 OR Month()=6,2,
> > If(Month()=7 OR Month()=8 OR Month()=9,3,4))); {end}
> >
> > x:=Quarter=3 AND (Qroc < -50);
> > Alert(x,90)
> >
> >
> > The X variable will give a binary signal of one if the Qroc drops
> > below minus 50 during the 3rd quarter. The alert function holds the
> > value true for the next 90 days.
> >
> >
> > Preston
> >
> >
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx, "mdtmn" <mdtmn@> wrote:
> > >
> > > Hi Preston,
> > > Thanks again for such a detailed reply.All the ROC code
> > > thus far and those I have found on web sites , calculate the ROC of
> > > a stock at the end of a nominated period of time , in this case , a
> > > quarter.
> > > From the beginning , I should have been more specific.
> > >
> > > I am looking for stocks, that at any time, during the quarter, have
> > > had a price movement ( ROC ) of 50% or more, close to close
> > >
> > > As an example , the last quarter was 1st of July thru to the 30th of
> > > September
> > >
> > > If at anytime, during that quarter , a stock had a price movement
> > > (ROC ) of 50% or more , this is a stock I am looking for , by the
> > end
> > > of the quarter it may well have retraced back some or all of that
> > > price movement. The main point being that at anytime during that
> > > quarter the stock price had a ROC of 50% or more
> > >
> > > Thanks for your effort thus far
> > > Michael B
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > > --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@> wrote:
> > > >
> > > > Michael,
> > > >
> > > > I went back and rethought your question and my answer. Here are a
> > > > couple of indicators for you. Basically, the process is still the
> > > > same. You can use either of the Quarter identifiers to help with
> > the
> > > > timeframe.
> > > >
> > > > Hope these will help,
> > > >
> > > > Preston
> > > >
> > > >
> > > >
> > > > {Quarterly ROC}
> > > > {Calculates the ROC for each Quarter
> > > > in either Points or Percentage}
> > > > type:=Input("Points[1] or Percent[2]",1,2,2);
> > > > qstart:=frac(month()/3)<>0 and ref(frac(month()/3),-1)=0;
> > > > a:=ValueWhen(1,qstart,C);
> > > > Pt:= C-A ; {Points}
> > > > Pn:=((C-A)/A)*100; {Percentage}
> > > > If(type=2,Pn,Pt);
> > > >
> > > >
> > > > {Quarterly Period}
> > > > {Identifies which Quarter
> > > > of the year you are in}
> > > > qstart:=(Frac(Month()/3)<>0 AND
> > > > Ref(Frac(Month()/3),-1)=0);
> > > > ystart:=Year()<>Ref(Year(),-1);
> > > > (Cum(qstart)+1)-ValueWhen(1,ystart,Cum(qstart));{end}
> > > >
> > > > {Quarterly Period v2.0}
> > > > {Identifies the Yearly Quarter}
> > > > If(Month()=1 OR Month()=2 OR Month()=3,1,
> > > > If(Month()=4 OR Month()=5 OR Month()=6,2,
> > > > If(Month()=7 OR Month()=8 OR Month()=9,3,4))); {end}
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@> wrote:
> > > > >
> > > > > Michael,
> > > > >
> > > > > In order to get the exploration to pick up the stocks you are
> > > > looking
> > > > > for you will need the indicator to have a value.
> > > > >
> > > > > So how to find out if there was a 50% drop?
> > > > >
> > > > > Look for the LLV(Your Indicator, 66) <= -50
> > > > >
> > > > > You will need to change the 66 periods to reflect the number of
> > > > days
> > > > > you are away from the beginning of the last quarter.
> > > > >
> > > > >
> > > > > Hope this helps,
> > > > >
> > > > > Preston
> > > > >
> > > > >
> > > > >
> > > > > --- In equismetastock@xxxxxxxxxxxxxxx, "mdtmn" <mdtmn@> wrote:
> > > > > >
> > > > > > Hi Preston,
> > > > > > Thanks for your reply and as per an earlier post
> > > > > > "1. The Yahoo groups search feature
> > > > > > 2. The Yahoo groups links
> > > > > > 3. The Equis Forum "
> > > > > >
> > > > > > I have been using your earlier suggestions, in my
> > > > search. I
> > > > > > must apologise for not being more specific.
> > > > > > I am looking to find stocks that have moved 50%
> > > > > > or more in that quarter downwards ( close to close).The last
> > > > > quarter
> > > > > > being 1st of July to 30th of September.
> > > > > > The ROC since date indicater " plots a percent rate
> > of
> > > > > change
> > > > > > between a specific date and today. The user is prompted for
> > the
> > > > > > specific date." So this indicater is very dependant on the
> > day
> > > > that
> > > > > > you run the indicater, where as I am looking for any stocks
> > that
> > > > at
> > > > > > any time during the quarter have a ROC of 50% or more not at
> > the
> > > > end
> > > > > > of the quarter
> > > > > > Thanks agian for your reply
> > > > > > Michael B
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > > --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@>
> > wrote:
> > > > > > >
> > > > > > > Michael,
> > > > > > >
> > > > > > > Several points:
> > > > > > >
> > > > > > > 1. The ROC will give you that information as a percent. You
> > > > would
> > > > > > > still need to filter for those less than 50%.
> > > > > > >
> > > > > > > 2. Yahoo Groups has a search feature which allows you to
> > search
> > > > > > > through old messages. That's what I did and I came up with
> > a
> > > > > > > discussion in message 26524 on December 8, 2007 that was
> > about
> > > > a
> > > > > ROC
> > > > > > > Since Date indicator. I believe it will work for you.
> > > > > > >
> > > > > > > NAME: ROC Since a Date
> > > > > > >
> > > > > > > FORMULA:
> > > > > > >
> > > > > > > Day1 := Input("Day",1,31,4);
> > > > > > > Month1 := Input("Month",1,12,1);
> > > > > > > Year1 := Input("Year",1900,2400,1999);
> > > > > > >
> > > > > > > 100 * (CLOSE - ValueWhen(1,DayOfMonth() = Day1 AND Month()
> > =
> > > > > Month1
> > > > > > > AND Year() = Year1, CLOSE))/ ValueWhen(1,DayOfMonth() =
> > Day1 AND
> > > > > > > Month() = Month1 AND Year() = Year1,CLOSE)
> > > > > > >
> > > > > > >
> > > > > > > Hope this helps,
> > > > > > >
> > > > > > > Preston
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > --- In equismetastock@xxxxxxxxxxxxxxx, "mdtmn" <mdtmn@>
> > wrote:
> > > > > > > >
> > > > > > > > Hi All,
> > > > > > > > This is a scan that I use to find stocks that have
> > > > moved
> > > > > 50%
> > > > > > > or
> > > > > > > > more per quarter downwards ( close to close)
> > > > > > > >
> > > > > > > > Filter days:=60;
> > > > > > > > C<=Ref(C,-days)-(Ref(C,-days)*0.5)
> > > > > > > >
> > > > > > > > as you can see it is approx ( and rough)and very
> > dependent on
> > > > > what
> > > > > > > day
> > > > > > > > near the end of the quarter you run the scan
> > > > > > > >
> > > > > > > > Example , this last quarter was 1st July to 30th Sep ,was
> > 66
> > > > > days
> > > > > > > > and running the scan on the 24th , 25th, 26th, 29th and
> > 30th
> > > > > of
> > > > > > > > September will give slightly different results
> > > > > > > >
> > > > > > > > Would someone be able to offer code that will scan for
> > stocks
> > > > > in the
> > > > > > > > quarter that at any time during that time period moved
> > down
> > > > in
> > > > > value
> > > > > > > > by 50% or more, close to close ?
> > > > > > > > Thanks in advance
> > > > > > > > Michael B
> > > > > > > >
> > > > > > >
> > > > > >
> > > > >
> > > >
> > >
> >
>
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