StockFetcher Forums · Filter Exchange · Possible to display "days in rank" and "rank change from yesterday" in this?<< >>Post Follow-up
fotchstecker
304 posts
msg #155309
Ignore fotchstecker
modified
1/14/2021 12:22:00 PM

Hello! This is a rotation filter I've shared to the forums before.

1. Is there a way to display in a column a count of the days in a row that a given top-ten ticker has appeared among the top ten rankings? The "top 10" are the top ten spots as ranked by the filter.

2. Is there a way to display "number of times in the last 30 days" the ticker has appeared somewhere in the top 10? Some tickers hop in and out of the top-10. Good information.

I wish there were some built-in components for this kind of thing. Does anyone have any ideas? Thank you.

Fetcher[
/*
https://www.stockfetcher.com/forums/General-Discussion/simple-rotation-filter-dos-the-code-match-the-rules/151129
simple rotation filter -- dos the code match the rules?
fotchstecker 3/8/2020 1:15:53 PM
*/
/*
System -- Buy the Rank Score leader
1. Overall Rank Score = ( 20-Day Return ) *.5 + ( 3-Month Return ) *.5
2. Close > Average( Close, 100 days);
--------------------
*/
Average Volume(30) > 500000

market is etf
set{20Return, ROC(20,1)}
set{ROCrank1, 20Return * .25}
set{60Crank, ROC(60,1)}
set{ROCrank2, 60Crank * .75}
set{ROCrotate, ROCrank1 + ROCrank2}
sort on column 9 descending

ADD COLUMN SEPARATOR
ADD column ROCrotate 3 months ago
ADD column ROCrotate 1 month ago
ADD column ROCrotate 1 week ago
ADD column ROCrotate


/*apply to symlist(bnd, dbc, veu, vnq, vti) */


ADD COLUMN SEPARATOR
and draw MA(100)
/* and close > MA(100) */
set{ma100a,count(close > ma(100),1)}
ADD COLUMN ma100a {above ma100}
]



Cheese
1,374 posts
msg #155311
Ignore Cheese
1/14/2021 1:49:23 PM

fotch,

I don't know the answer.

But you might be able to get some ideas from davesaint86's RANK approach here

https://www.stockfetcher.com/forums/Filter-Exchange/PORTFOLIO-SELECTION-AND-MANAGEMENT-USING-RISK-REWARD-RATIOS/91296/520

Good luck.

Cheese
1,374 posts
msg #155312
Ignore Cheese
1/14/2021 2:14:58 PM

and thank you, fotch for sharing !

fotchstecker
304 posts
msg #155314
Ignore fotchstecker
1/14/2021 2:36:46 PM

Thanks, Cheese. You're like the "information desk" of StockFetcher! Appreciated!

I don't think those ranking methods will work because they require the set statement to reference a ticker. Or maybe they do work and I just don't know how to make them work.

Maybe excel is the answer...

Cheese
1,374 posts
msg #155315
Ignore Cheese
modified
1/14/2021 2:52:35 PM

fotch,

I actually like davesaint86's RANK filter enough and I am also crazy enough
to do heavy editing of dave's filter and mitigate the severe limitations of
nine symbols hardcoded in the filter.

It's painstaking and fraught with coding bugs. But if I have, say 11 instead of 9 favorites
compared to dave's 9 favorites, then the time investment may be worthwhile.

In your case, say, after you've edited dave's filter to your liking,
then step 1 would be to run your filter, and step 2 is to plug some of your picks
into your edited dave's approach. In the very earlier years, some of the sF traders
used multi-step approach end-of-day to plan their trading the next day,

Happy trading.

StockFetcher Forums · Filter Exchange · Possible to display "days in rank" and "rank change from yesterday" in this?<< >>Post Follow-up

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