StockFetcher Forums · General Discussion · Time Travel in StockFetcher<< >>Post Follow-up
nibor100
383 posts
msg #149361
Ignore nibor100
10/16/2019 3:40:09 PM

This is the 1st in a short series of posts, for the many new members, trial members and those like me who have forgotten some of what they had previously learned regarding historical stock data among the various SF sw tools....

Below is a simple filter finding the current low 3 year low for MSFT, and AAPL

For MSFT that low is $57.28 and was found to have occurred on Oct 6th, 2016.

The value can be seen at the right margin of the 3yrlo line on the chart but the data for that trading day is too far back for SF to show on its standard chart display. (oddity #1)

When I run that filter from the Edit window in SF, I have a box between the results and the edit window that shows the date the filter ran/executed on with a handy downward pointing triangle.

Clicking on that triangle gives me lots of options for running this filter in the past, further back than one day at a time, which is done by the arrows to the left of the data box.

At the very bottom of those options is a "Custom Date OffSet" box with a 0 in it, which can be replaced by any number below 1,000 to run this filter on a specific day in the past.

Typing in 999 for this filter and running it, retrieves a 3yrlo for MSFT of $26.26. verified by the 3yrlo line on the chart but the date of that low, Dec 5th, 2012, can't be seen on the chart display.

Conclusion is that SF has quite a bit of historical data for us, we just have to figure how to find it.
Ed S.

Fetcher[
apply to symlist(msft,aapl)

set{3YRlo,low 3-year low} add column 3YRlo draw price line at 3YRlo
]



xarlor
93 posts
msg #149368
Ignore xarlor
10/17/2019 3:04:32 PM

Awesome, nibor! I ran some tests and it seems this is limited to 15 years. Past that, it just breaks. Used this filter to test. Once you add x6 (18 years out) it stops working.

Still, 15 years is a whole lot better than 3 years!

Fetcher[

close > 1
average volume(30) > 1234567

set{x1,high 3-year high}
set{x2,x1 3 years ago}
set{x3,x2 3 years ago}
set{x4,x3 3 years ago}
set{x5,x4 3 years ago}
set{var1,max(x1,x2)}
set{var2,max(var1,x3)}
set{var3,max(var2,x4)}
set{15YH,max(var3,x5)}

set{z1,close / 15YH}
set{PercentFromHi,1 - z1}

PercentFromHi < 0.05

add column x1
add column x2
add column x3
add column x4
add column x5
add column 15YH

add column close
add column PercentFromHi
sort by column 12 ascending

draw price line at 15YH
do not draw percentfromhi
do not draw x5
]



nibor100
383 posts
msg #149401
Ignore nibor100
10/24/2019 11:55:44 AM

Good work Xarlor!

Thanks,
Ed S.

StockFetcher Forums · General Discussion · Time Travel in StockFetcher<< >>Post Follow-up

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