StockFetcher Forums · General Discussion · searching for indicator value in unspecified time range<< >>Post Follow-up
miralex7
3 posts
msg #150605
Ignore miralex7
1/31/2020 6:32:53 AM

Hi, let's say I have an indicator 'XX' and I'm searching for stocks where XX is 1.0 or greater. This is easy.

I also want that for some period of time before, say 2 days ago and more, XX is in the range 0.5...1.0, and even further back in time XX is in the range 1.3...1.5. Since I don't know when exactly XX will drop from 1.3...1.5 range to 0.5...1.0 range, I cannot use the 'days ago' logic. Is there any way to make this kind of search?

Thanks,

xarlor
249 posts
msg #150606
Ignore xarlor
1/31/2020 9:06:17 AM

It would help if you could provide the indicators you're trying to use and/or the general strategy you're going for. Here is a very basic filter to approximate your request. Change the time frames to suit your needs.

Fetcher[
low > 1
low 2 days ago between 0.5 and 1
10-day slope of close 3 days ago < 0
low 10 days ago between 1.3 and 1.5
]



JoeyVinyl
85 posts
msg #150618
Ignore JoeyVinyl
1/31/2020 3:54:00 PM

The only thing I can think of is to use the count function to see how many times what you're looking for happened up to 100 days ago, but that might not be what you want.

nibor100
474 posts
msg #150628
Ignore nibor100
2/1/2020 1:33:32 PM

@miralex7,

In the alternative example filter below, since I don't know what indicator you are using, I've set the 1.0 value to be a Low of 10,
making the between range equivalent to lows between 5 to 10,
and the bottom of the 1.3-1.5 range equal to a low of 13.

Also, it is a mod of the filter Xarlor already posted for you.

I chose to look back over a 20 day period for the 2 days(since) commands.

Ed S.

Fetcher[
low > 10
low 2 days ago between 5 and 10

show stocks where days(low crossed below 13 ,20) is greater than days(low between 5 and 10,20)

add column days(low crossed below 13 ,20)
add column days(low between 5 and 10 ,20)
]



miralex7
3 posts
msg #150634
Ignore miralex7
2/2/2020 12:10:58 PM

Thank you all, actually it can be any kind of indicator, eg. MA(50), Donchian or Keltner channels, etc. Im trying to establish a rebound in indicator shape, and this rebound can be slow or fast, this is why I tried to avoid using days ago which can filter out some results.

Ok, looks like there is no such thing like indicator shape analysis and I will have to hard link indicator value to days ago!
Another idea - maybe I can use maximum and minimum of an indicator over the last N days, where minimum comes after a maximum and the last is x% higher than minimum.

Thanks,

nibor100
474 posts
msg #150635
Ignore nibor100
2/2/2020 1:21:12 PM

@miralex7,

1. the reason I was curious about the indicator(s) you might be using is because the example you presented seemed to imply an indicator value of 100% with a prior lower value between 50% and 100% and an even earlier prior value between 130% and 150%. Not knowing what indicators would range that much I constructed my example based on a low value of 10 being the 100% value.
I avoided the usage of days ago for the key parts of what you were after so Im not following why you are rejecting that filter approach.

2. Anyway, the SF indicator IndPosition might be of use to you in your new Min Max approach.

Thanks,
Ed S.

miralex7
3 posts
msg #150676
Ignore miralex7
2/5/2020 2:09:18 PM

Thanks nibor100, I think I got your approach and its probably the best possible solution.

Regards,



StockFetcher Forums · General Discussion · searching for indicator value in unspecified time range<< >>Post Follow-up

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