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Filter Exchange · Average Open-to-High and Average Open-to-Low in percent -- not working
fotchstecker
msg #152998
7/7/2020 10:34:28 AM

Good points, Joey. I think my approach was based on something I had worked out in the past but wasn't really going to work for this. Also, I'm not sure if "open" was causing issues but I should have probably not used it all, to your point.

Filter Exchange · Average Open-to-High and Average Open-to-Low in percent -- not working
fotchstecker
msg #152961
7/5/2020 4:54:12 PM

Many thanks, Wantonellis.

Filter Exchange · Average Open-to-High and Average Open-to-Low in percent -- not working
fotchstecker
msg #152953
7/4/2020 11:48:37 PM

I'm trying to get:
-the average open-to-high of the last 100 days
-the average open-to-low of the last 100 days


My code below doesn't appear to be right. Anyone have any ideas?


/* avg open to high, 100 days, pct */
set{OpenHi, high - open}
set{GoHi, count(OpenHi > 0, 1)}
set{AvgOpenHi100,sum(GoHi,100) / 100}

/* avg open to low, 100 days, pct */
set{OpenLow, open - low}
set{GoLo, count(OpenLow > 0, 1)}
set{AvgOpenLow100,sum(GoLo,100) / 100}

add column AvgOpenHi100
add column AvgOpenLow100

General Discussion · BA
fotchstecker
msg #151263
3/17/2020 10:09:32 PM

Trump is a good man?
Are you kidding me?
Trump many things -- mostly all not good -- and the latest is his complete failure to protect America.

The delusion needs to cease.

General Discussion · simple rotation filter -- dos the code match the rules?
fotchstecker
msg #151135
modified
3/8/2020 5:39:22 PM

Hi, Cheese -- thanks very much for the suggestions. I'll look into them! Also, I added some simple correlation outputs to your prior additions:


/*
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);
--------------------
*/

chart-time is 1 year
set{20Return, ROC(20,1)}
set{ROCrank1, 20Return * .5}
set{60Crank, ROC(60,1)}
set{ROCrank2, 60Crank * .5}
set{ROCrotate, ROCrank1 + ROCrank2}


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}

add column Historical Volatility(100,1)
and add column corr(SPY,30,Close)
and add column corr(SPY,60,Close)
and add column corr(SPY,90,Close)
and add column corr(SPY,150,Close)




General Discussion · Now thats a market close
fotchstecker
msg #151133
modified
3/8/2020 4:40:28 PM

I really expect more from people than "coronavirus is all hype" nonsense. I've also grown tired of the false equivalency narrative, where "both parties are equally bad." A simple logic test would tell you this can't be true (see what I did there?).

Covid-19 concerns epidemiologists for several reasons that ignorant lay people fail or refuse to grasp (because they're not epidemiologists and because they've accepted a process by which they place more trust in ignorant politicians than in actual science).

1. Its transmission includes non-symptomatic windows, complicating quarantine and exposure risk.
2. Its mode of mutation is not well understood and there are already 2 major strains.
3. It is a novel virus and there is not enough data around it, which literally means it could develop in ANY way. See 2.
4. It is not just spurious but could be a seasonal problem with hemispheric rotation. You could see it again, faster, and worse -- presuming that this won't itself become faster and worse, which is exactly why epidemiologists are crucial to listen to and not ignorant politicians with agendas.

If you're keeping basic stats, you know that the mortality rate is also creeping toward 4x a typical global flu.

I don't really think there should be much tolerance for downplaying this or pretending to understand the risks. Don't get information from ignorant political leaders who understand very little in general, but especially global health problems. Mostly, have some agency about your own health -- very little good comes from people are risk your health for expediency.

https://gisanddata.maps.arcgis.com/apps/opsdashboard/index.html?fbclid=IwAR24IHv1JCSTPPFoCJCsBo4ToyAVyJMAtozvQLdEiE5LGqpevxzjC7nhiy4#/bda7594740fd40299423467b48e9ecf6

General Discussion · simple rotation filter -- dos the code match the rules?
fotchstecker
msg #151132
modified
3/8/2020 3:28:53 PM

Village Elder and Cheese -- thanks so much for the replies and feedback.

Cheese, thanks for the extra features. I think they look useful since they provide some stronger context for direction. It raised some additional thinking. Is there a way to plot those periods to show sudden gaps or changes?

Thank you, both.

General Discussion · simple rotation filter -- dos the code match the rules?
fotchstecker
msg #151129
3/8/2020 1:15:53 PM

Does the code below meet the simple system requirements?

System -- Buy the Rank Score leader
1. Overall Rank Score = ( 20-Day Return ) *.5 + ( 3-Month Return ) *.5
2. Close > Average( Close, 100 days);
--------------------
Here's the code I threw together. Assuming 60 days works for "3 months", does the code below meet the rules?

set{20Return, ROC(20,1)}
set{ROCrank1, 20Return * .5}
set{60Crank, ROC(60,1)}
set{ROCrank2, 60Crank * .5}
set{ROCrotate, ROCrank1 + ROCrank2}


ADD column ROCrotate
apply to symlist(bnd, dbc, veu, vnq, vti)
and draw MA(100)
and close > MA(100)



Stock Picks and Trading · Village Elder Short -Sell Filter discussions
fotchstecker
msg #150966
2/27/2020 10:00:41 PM

Nibor, you are correct that the Stratasearch "Help" function inside the app and the standalone PDF are the same. I have the PDF if you want it. Send me an email.

General Discussion · * GRIPE *
fotchstecker
msg #150499
modified
1/24/2020 2:19:22 PM

"Okay, I got it! These guys are in DAVOS and they're NOT kidding.
QE FOREVER!!!"

Not sure this is any real monpol understanding. QE entails credit swaps, short term asset swaps, and debt roll. About a month ago dollar borrow rates jumping like nuts and one could literally observe the repo operations in play which had the sole effect of giving market liquidity *because* of the borrow rate. When bonds are removed from circulation, liquidity is supplied to the market. Hate to be the bearer of good news because I know how depressing that can be, but this just means that it makes it easier for people to acquire money. QE != "easy money' policies, even though, like, "QE" has become a dog whistle for people to bark at. Recall, anyhow, Janet talking about QH, not QE.

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