StockFetcher Forums · Filter Exchange · particular statistics of closing green or red<< 1 2 >>Post Follow-up
cpatriaw
8 posts
msg #109938
Ignore cpatriaw
1/7/2013 6:21:31 PM

Hello,
I'm trying to make a statistic for particular stock, eg: AAPL. How many times it closes green in the last 100 minute when the open price at each occurence is lesser than 3 day Moving average.

Any idea ?



four
5,087 posts
msg #109940
Ignore four
modified
1/7/2013 7:07:34 PM

Hello,
I'm trying to make a statistic for particular stock, eg: AAPL. How many times it closes green in the last 100 minute when the open price at each occurence is lesser than 3 day Moving average.

Any idea ?
------------------------------------------

I don't believe you can COUNT occurrences in minutes. However...

Days may be counted with the COUNT indicator.

closes green in the last 100 minute days.

To handle your request in days:
+ FIRST (green) - determine if a single day is green
+ SECOND (opma) - determine if a single day open is less than MA(3)
+ THIRD (both) - determine when both of the above variables meet true requirement at the same time
+ FOURTH (d100) - count how many times in 100 days (both) equals 1

Fetcher[

set{green, count(open > close,1)} /*true = 1*/
set{opma, count(open < ma(3),1)} /*true = 1*/
set{both, green * opma} /* true = 1*/
set{d100, count(both equals 1,100)}

add column d100
add column both
sort column 6 descending
draw d100
draw ma(3)

]



cpatriaw
8 posts
msg #109941
Ignore cpatriaw
1/7/2013 7:16:55 PM

I do understand. But i want the statistic only counts when the opening price is less than 3 DMA.

four
5,087 posts
msg #109943
Ignore four
1/7/2013 8:03:49 PM

try the above

cpatriaw
8 posts
msg #109945
Ignore cpatriaw
1/7/2013 8:27:32 PM

Thanks but looks like the d100 only counts how many days the open is lower than MA(3),but i want to know how many days out of those date, that it closes greens. For example currently in the last 10 days, SPY open price below ma(3) is 7, but closes green 3 times.

four
5,087 posts
msg #109947
Ignore four
modified
1/7/2013 9:27:37 PM

Fetcher[
symlist(spy)
draw ma(3)
chart-length is 10 days
/* date: 12/21/12 to 1/7/2013 */

set{opma, count(open < ma(3),1)} and draw opma
set{opma10, count(open < ma(3),10)} and add column opma10

set{green, count(close > open,1)} and draw green
set{green10, count(close > open,10)} and add column green10

set{both, opma * green} and draw both

set{bothc, count(both equals 1,10)} and add column bothc
]



Kevin_in_GA
4,599 posts
msg #109957
Ignore Kevin_in_GA
1/8/2013 10:22:41 AM

Try this:

Fetcher[

symlist(spy)
draw ma(3)
chart-length is 100 days

set{opma, count(open below ma(3),1)}
set{green, count(close above open,1)}
set{both, opma * green}

draw green on plot opma
draw both

set{opma100, count(opma above 0.5,100)}
set{both100, count(both above 0.5,100)}
set{ratio, both100 / opma100}

add column opma
add column both
add column opma100
add column both100
add column ratio
]



This gives you the number of times each criterion was met over the last 100 days, and the percentage of times both occurred on the same day.

TheRumpledOne
6,411 posts
msg #109973
Ignore TheRumpledOne
1/8/2013 4:20:41 PM

It's nice to see fellow traders using statistics :)

cpatriaw
8 posts
msg #110026
Ignore cpatriaw
1/9/2013 11:39:59 PM

thanks a lot. What's the purpose of "set{opma100, count(opma above 0.5,100)}" ?? why 0.5 ?


cpatriaw
8 posts
msg #110061
Ignore cpatriaw
1/10/2013 8:41:13 PM

i found amazing statistic with this approach, when i combined with certain RSI. Now the only problem is ........the signal only generated during intraday which the data is delayed for 15 minutes in stockfetcher :( this is important as the given stock's low is also the open....

StockFetcher Forums · Filter Exchange · particular statistics of closing green or red<< 1 2 >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2022 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.