StockFetcher Forums · Filter Exchange · Setup simple triggers<< >>Post Follow-up
DVMayfied
8 posts
msg #136131
Ignore DVMayfied
5/30/2017 6:30:42 PM

Hi all! I'm trying to figure out the best way to setup simple triggers or alerts for very simple criteria. My first approach is to just create a filter, but I'm not sure if that is the right approach. I want to setup an alert that will tell me when SPY is over its MA(200) AND Vix is 5% above its MA(10)

I did this but it isn't working as anticipated...

apply to symlist (SPY, VIX)
SPY Close above MA(200)
and VIX Close More than 5 percent Above MA(10)

Kevin_in_GA
4,599 posts
msg #136132
Ignore Kevin_in_GA
5/30/2017 7:12:30 PM

The ^VIX is an index, so it cannot be called in a filter as you are trying here:

apply to symlist (SPY, VIX)
SPY Close above MA(200)
and VIX Close More than 5 percent Above MA(10)

This should work

Fetcher[
symlist(SPY)
Close above ma(200)

/*Now a quick check to see if the ^VIX is more than 5% above its MA(10)*/
set{vix, ind(^vix, close)}
set{vixma, cma(vix, 10)}
set{vixratio, vix / vixma}
set{trigger, count(vixratio above 1.05, 1)}
add column trigger
]


At the moment would not return SPY since the ^VIX is not more than 5% above its MA(10). you can see this by looking at the column called "trigger" - if there is a "1" in it then that criterion is being met, otherwise it returns a "0".

Hope this helps.



DVMayfied
8 posts
msg #136133
Ignore DVMayfied
5/30/2017 8:01:53 PM

This helps a lot! Thank you very much

Kevin_in_GA
4,599 posts
msg #136134
Ignore Kevin_in_GA
5/30/2017 9:39:16 PM

Glad to help. Note that some of the code I used here may not be familiar to you just yet. I suggest reading the user manual, and looking at code written by folks here in the forums. There are a lot of good sources here that can help you get better at SF syntax and coding.

StockFetcher Forums · Filter Exchange · Setup simple triggers<< >>Post Follow-up

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