StockFetcher Forums · View by Author: glgene (553 messages) ·  [ Display By: Date / Subject ]<< 1 2 3 4 5 ... 56 >> 
General Discussion · “Ulcer Index” in StockFetcher?
glgene
msg #149372
10/17/2019 9:58:23 PM

I have read in some old-time SF posts that the indicator “Ulcer Index” is not available in StockFetcher.

Is that still the case? If it is, does anyone know how to program SF to create Ulcer Index?

I would like to run a SF script that would allow me to include a “UI” column next to stock data, as follows:

Fetcher[
Symlist(spy,qqq,iwm,dis,aapl,lmt)
Add column Ulcer Index
]



Gene in FL

General Discussion · Beta and Standard Deviation indicators in SF
glgene
msg #149327
10/13/2019 6:39:13 AM

Thanks, Ed...

I’m trying to work on a SF script where I can show a “risk-adjusted” rate of return, taking into consideration the volatility of a stock’s beta (or standard deviation). In other words — looking back, say, 1 year —

SP500
Set {a, ROC(252) / Beta}
Add column a {RAR}
Sort column (?) descending

This would produce a table of S&P 500 stocks that would rank (sort) such stocks with the best (highest) risk-adjusted returns at the top.

Not sure if this really means anything, but it’s just something I would like to work on. Maybe I can show you next Saturday if you’re going to be at our local VectorVest User Group meeting. Will you be there?

Gene in FL

General Discussion · Beta and Standard Deviation indicators in SF
glgene
msg #149322
10/11/2019 10:04:35 PM

Does anyone know the the look-back periods for these indicators used in StockFetcher:

*Beta
*STD Dev

If so, what are they?

Gene in FL


General Discussion · Calculating Beta
glgene
msg #147595
4/28/2019 9:53:04 PM

Ed,
Some of those 2010 posts on Beta were mine. I forgot; it’s he*l getting old.

Gene

General Discussion · Calculating Beta
glgene
msg #147589
4/28/2019 1:22:32 PM

Try this...

Fetcher[
sp500
add column beta
]



If you try this, you’ll see that SPY’s beta is 1.00

Fetcher[
symlist(spy)
add column beta
]



I don’t know the look back period in SF for its beta calculation. ??

Gene

General Discussion · NEWS FILTER
glgene
msg #145815
1/1/2019 12:19:20 PM

KSKA... I would really appreciate it if you would reply to my note above (re: 30-day vs. 90-day average volume periods). Thank you.

Gene in FL

General Discussion · NEWS FILTER
glgene
msg #145768
12/30/2018 3:19:46 AM

KSKA ... Very interesting script! Thank you. But one question, though: In line 2 of your executable script you build on AvgVol (90), but in the filter section you show AvgVol (30); and when drawing a graph, it shows AvgVol (30). Did you mean to intermix the 90 and 30 numbers... or what? Just curious.

Gene in FL

Filter Exchange · EMA CROSS AND DMA CROSS
glgene
msg #143761
6/9/2018 5:02:21 PM

Rich,
Thanks for the fix. I was wondering about your “crossover” DMA... where’s the cross? But now, you’re appropriately showing 2 different numbers so a cross can occur.

That said, I have to admit I’m not sure what you mean when you say, for example: DMA(8,-5), 4

I understand your EMA info, but the above??

Gene


Filter Exchange · EMA CROSS AND DMA CROSS
glgene
msg #143748
6/7/2018 2:14:10 PM

What are the parameters of your desired DMA crossover?

Filter Exchange · T3 Moving Average vs. Ultimate Oscillator?
glgene
msg #142791
3/17/2018 4:27:41 PM

For those who have used these two StockFetcher indicators...

a) T3 Moving Average, and
b) Ultimate Oscillator

Which one would you prefer to use ... if you could choose only one?

I have tried both for a “short-term” Indicator, and I’m getting “very similar”crossover points. Note: I’m using the default T3 parameter, — T3(5,0.7) — but I modified the Ultimate Oscillator to UO(4,8,16).

Thanks to anyone who can contribute to this thread! It is appreciated.

Gene in FL


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