redrobin
10 posts
msg #136419
- Ignore redrobin |
6/16/2017 11:47:25 PM
I want to add a column which will display 5% lower value from todays close. If todays close is 100 than this column will show 95. Thanks for your help
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four
5,087 posts
msg #136420
- Ignore four |
6/17/2017 12:02:33 AM
symlist(gbil) /* happen to find a 100 dollar stock */
set{5percent, close * .95}
add column 5percent
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redrobin
10 posts
msg #136422
- Ignore redrobin |
6/17/2017 12:24:24 AM
Thanks
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four
5,087 posts
msg #136423
- Ignore four |
6/17/2017 12:47:50 AM
welcome
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redrobin
10 posts
msg #136430
- Ignore redrobin |
6/18/2017 5:34:39 PM
I want another column showing last close minus 0.5 times 10 period atr and this value should be deducted from last close, so if a stock closed at 50 and its close - 0.5 * atr(14) is 0.66 it should show 49.34. I have tried but no success. Thanks
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four
5,087 posts
msg #136431
- Ignore four
modified |
6/18/2017 6:09:38 PM
/*
WEFP on June 16, 2017
Close = 50
ATR(14) = .12
*/
close equals 50
set{x, .5 * atr(14)}
set{y, close - x}
set{z, close - y}
add column atr(14)
add column z
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redrobin
10 posts
msg #136432
- Ignore redrobin
modified |
6/19/2017 6:15:46 AM
Does not work. I am posting my code here. I want to know price for entry tomorrow which is close minus .5*atr(14), coulmn shows atr value but dont know what column z showing. Thanks for help
market is russell 1000
and close > MA(100)
and close < MA(5)
and LOW 3 DAYS AGO ABOVE LOW 2 DAYS AGO
and LOW 2 DAYS AGO ABOVE LOW 1 DAY AGO
and LOW 1 DAY AGO ABOVE LOW
set{x, .5 * atr(14)}
set{y, close - x}
set{z, close - y}
add column atr(14)
add column z
Article is at this link
http://alvarezquanttrading.com/2014/08/11/simple-ideas-for-a-mean-reversion-strategy-with-good-results/
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Kevin_in_GA
4,599 posts
msg #136433
- Ignore Kevin_in_GA
modified |
6/19/2017 8:01:36 AM
Looks like all you need is to "add column y" rather than "add column z".
However, your request was this:
I want another column showing last close minus 0.5 times 10 period atr and this value should be deducted from last close
Which is what column z provides. I think you wanted
close - (0.5 * ATR(10))
which is the underlined part of your request, but that is not what you asked for.
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redrobin
10 posts
msg #136437
- Ignore redrobin |
6/19/2017 12:17:34 PM
Thanks for clarification
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redrobin
10 posts
msg #137001
- Ignore redrobin |
7/24/2017 9:30:31 AM
What will be correct syntax if I want an indiocator below or above a certain value for 3 consecutive days such as Bollinger %b(20,2.0) less then 0.1 three days in a row, or rsi(3) less then 25 two days in a row or vice versa. Thanks
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