StockFetcher Forums · View by Author: glgene (550 messages) ·  [ Display By: Date / Subject ]<< 1 2 3 4 5 ... 55 >> 
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


General Discussion · Monthly filtering petition to SF
glgene
msg #141642
1/31/2018 5:52:19 PM

Monthly capability ... yes!

Filter Exchange · SWING/DAY TRADE FILTER
glgene
msg #140323
12/22/2017 11:13:44 AM

Point well taken, Ed. Thanks.

Gene

Filter Exchange · SWING/DAY TRADE FILTER
glgene
msg #140321
12/22/2017 10:10:32 AM

Ed,
I saw the SF "indicator definition" of ATR, but I don't see any such SF definition of Average Days Range. That's what led me to think the script writer is using the terms as equals. ??

Gene

StockFetcher Forums ·  · << 1 2 3 4 5 ... 55 >>

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2018 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus