mslattery@dc.rr.com
91 posts
msg #98548
- Ignore mslattery@dc.rr.com |
1/12/2011 5:50:00 PM
I have tested every gap filter on SF. They return too many stocks that are not true gaps.
I am attempting to produce a filter that will return up and down gaps. The assumption here is if todays true_range is above or below yesterdays true_range by x amount this filter should be able to distinguish that once the thing is correct and dialed in.
Can someone assist me on the math that will produce both the above and below yesterdays true_range?
I have tried <> but it returns zero results. The filter below works but only returns up gaps.
Thanks for your assistance! Michael
set {range1, High + Low}
set {true_range, range1 / 2}
Show stocks where true_range 1 day ago / true_range > .05
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dwiggains
444 posts
msg #98556
- Ignore dwiggains |
1/13/2011 9:46:45 AM
Hi
Gap up with range increase.
See ya
David
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dwiggains
444 posts
msg #98557
- Ignore dwiggains |
1/13/2011 9:49:15 AM
Hi
Gap down with range increase
Good Luck
See ya
David
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mslattery@dc.rr.com
91 posts
msg #98594
- Ignore mslattery@dc.rr.com |
1/15/2011 8:46:45 PM
Exactly what I wanted.
Thank you for taking the time to help.
Michael
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