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General Discussion · Industry Sector Sorting
glgene
msg #134412
2/19/2017 7:35:29 PM

Are the Sectors in StockFetcher identified with a number, such as 01-Auto?
Same question with Industries?

General Discussion · Filter only S&P 500 stocks
glgene
msg #133946
1/29/2017 4:38:02 PM

All you have to include on 1 line is...

SP500

... and you retrieve only SP 500 stocks

Filter Exchange · Count problem with 2 indicators
glgene
msg #130147
7/28/2016 10:41:56 PM

Thank you, FOUR. Mission accomplished. I added a 3rd indicator (MACD-histogram) to the total mix, using your flow of SF script. I really wanted the MACD-PPO, but the script didn't like it. That's OK... because all I need is when either MACD number is positive or negative. It's the "crossover" that I am concerned with.

As you know, the MACD-Histogram and MACD-PPO [Percent Price Oscillator] have identical crossover points (Histogram is in $ and cents amt; PPO is in % amt).

It is my understanding that...
PPO = MACD histogram(12,26,9) divided by EMA(26).
I use the PPO number in a report I produce so I can compare different stocks on an apples-to-apples basis. Histogram doesn't allow a good comparison... but it works fine on an individual stock.

Without your assistance, I would not have figured out how to make Count work in my desired manner. THANK YOU.
-- Gene

Filter Exchange · Count problem with 2 indicators
glgene
msg #130104
7/27/2016 10:23:31 PM

This is my first experimental SF script using the "Count" feature. I can get my desired results with the MA50 count, but the script falls apart when I try to add an RSI14 (and total-- either 0, 1 or 2) count. Here is my script. Any suggestions?


Fetcher[
dow 30

add column ma(50)
add column rsi(14)

/*MA(50) check*/
set{ma50_check,count(close is above ma(50),1)}
set{ma52,ma50_check*1}
add column ma52{ma50_count}

/* RSI check */
set{RSI14_check,count(RSI(14) is above 49.99),1)}
set{RSI15,rsi14_check*1}
add column RSI15{rsi14_count}

set{Total,ma52+RSI15}
add column total
]



General Discussion · Weighting equation for an ETF project, using ROC indicator
glgene
msg #128221
4/29/2016 4:42:50 AM

Dashover -- Thanks for the info on DorseyWright.com. I'll look into that.

Our Investment Group (ETF Committee) already has a database of selected ETFs (max. 100) from the following categories:

-- Broad USA (eg., SPY, DIA, QQQ)
-- Sectors (eg., XLV, XLF)
-- Industries (eg., ITB, XRT)
-- Bonds (eg., LQD, AGG, TLT)
-- Country (eg., EFA, EEM, EWG)
-- Commodity (eg., GLD, DBA)
-- Currency (eg., UUP, FXE, FXY)
-- Inverse -1x (SH, DOG, RWM)
-- Other (VNQ, PKW)

What we are currently attempting to do is formulate a suitable (I know, nothing is perfect for "all seasons") mix of ROC time periods (3 or 4) that will help us rank the ETFs on a weekly basis. That is the purpose of this thread... to seek SF user input on our 3 suggested mix of weekly time periods, or if there are suggestions for a different set of % ROC time periods, we welcome constructive input.

We're also including 3 basic technicals -- per each ETF -- on our standard 1-line SF output:

1) Price-to-50 day % diff
2) RSI (14)
3) MACD (12,26,9)

Anyway... sure would like to hear from others here give their thoughts on our 3 ROC weighted mix alternatives (or other possibilities). And if you would like to comment on our 3 technicals, speak up too (some in our local Group have limited knowledge of technicals). I plan to continue using StockFetcher for this project. Enjoy this software!

Thanks.

Gene in FL

General Discussion · Weighting equation for an ETF project, using ROC indicator
glgene
msg #128197
4/28/2016 1:14:57 PM

I'm involved with a local Investing Group (educational), and we're trying to put together a ranking mechanism of selected ETFs (such as the 9 SPDR Sector ETFs -- and others--). We're considering using the ROC indicator, over multiple (weekly) time periods. Our group meets weekly, and that is where we'll share the results (each week) of our results. So far, I have been using the ROC indicator in StockFetcher to accomplish our ranking purposes.

So far, here are some of our thoughts (for weighting purposes):

.....1 --- 4 -- 13 -- 52
....wk, wks, wks, wks
-----------------------------------------
a) 20....30....40....10 = 100%
b) 40....20....20....20 = 100%
c) 20....30....50......0 = 100%

Here are some of our thoughts on the above choices (note..we're retirees):

a) Would reward the staircase progression of ideal "lower-left to upper-right" stock movement, with most emphasis on the quarterly figure (13 weeks). Is including a yearly segment (52 wks.) going back to far?
b) Would certainly pick up momentum moves faster (40% on Week #1), but there would probably be more flipping. Again... is going back 1 year too far?
c) Similar to (a), but gets rid of the 1-year lookback in the equation.

I would appreciate comments from my fellow SF subscribers regarding the 3 choices above, or add your suggested weighting equation. Thank you, thank you!

Gene in FL




General Discussion · Off topic... Which charting software shows best on big screen?
glgene
msg #128182
4/27/2016 5:41:01 PM

Which (free) charting software shows best on a 'Big Room' projector screen; something that can be seen from the back of the room (incl. Stock name, dateline at bottom, price levels, and indicator values?

I need this for an upcoming meeting room. Most software that I have seen fails in being able to read unless you're in the front few rows of the meeting room. Yahoo Finance isn't bad, but I'm looking for better. ???

Gene in FL

Filter Exchange · Count feature on ROC indicator
glgene
msg #128122
4/22/2016 5:42:28 PM

"mahkoh" --- Your idea of a 'pseudo' 2nd level sort works great. Using Volume -- as a 2nd part of the sort -- would not work for my intended purpose with ETFs, but something that does work suitably for me (2nd part of the sort) is Price/MA(50). See my SF script below. Some notes for SF subscribers who read this:

1) Use a run date of Friday, April 22, 2016
2) Primary part of the sort is the # of Up.Wks
3) Secondary part of the sort is Price/MA(50)
4) With only a few ETFs, this is no big deal (probably don't need it)
5) But with many ETFs (say 50), the 2-level 'pseudo' sort is VERY helpful
6) First result with the April 22, 2016 run is XLV (see next).
7) XLV has 4 Up.Wks (over the past 4 weeks)
8) XLV Price/MA(50) is 105.75, ie, price is 5.75% above MA(50)
9) Add the 2 fields together = 4105.75; [4 = 4 UpWks; 105.75 is Price/MA(50)]
10) Look at the next five ETFs, each with 3 UpWks;
Ahhh-- the 3 UpWks. tie breaker is the 2nd part of the sort. XLE is tops at 3109.93;
SPY is last of the 3's at 3103.82. Mission accomplished!
11) And so on. It works well as a 'pseudo' 2-level sort.

Thank you "four" and "mahkoh" for your help with this thread; without your assistance, I would NOT have figured it out. Here's my adjusted script:

Fetcher[
/*Count up weeks over past 4 weeks*/
symlist(xlb,xle,xlf,xli,xlv,xlu,xlp,xly,xlk,spy)

add column separator

set{p0, count(price > price 1 week ago,1)}
set{p1, count(price 1 week ago > price 2 weeks ago,1)}
set{p2, count(price 2 weeks ago > price 3 weeks ago,1)}
set{p3, count(price 3 weeks ago > price 4 weeks ago,1)}

set{z, p0 + p1}
set{zz, z + p2}
set{zzz, zz + p3}

add column price 1 week ago{1wk.ago}
add column price 2 weeks ago{2wks.ago}
add column price 3 weeks ago{3wks.ago}
add column price 4 weeks ago{4wks.ago}

add column separator
add column zzz{Up.Wks}

set{a, close/ma(50)}
set{a1, 100}
set{a2, a*a1}
add column a2{price/ma50}
add column separator

set{sort1,zzz*1000}
set{sort, sort1+a2}
add column sort{2-lev.sort}

Sort column 14 descending
]



Filter Exchange · Count feature on ROC indicator
glgene
msg #128108
4/22/2016 8:55:38 AM

"four" ... many thanks for your prompt reply. I applied your coding recommendation to the following script that I completed. I backtested it to Friday, April 15, 2016 to check results. Bingo! A question: Since I sorted on the # of Up Weeks, what is the "secondary sort" built inside SF when there is a tie (such as duplicate counts of 2 in the run dated April 15?

Fetcher[
/*Count up weeks over past 4 weeks*/
symlist(xlb,xle,xlf,xli,xlv,xlu,xlp,xly,xlk,spy)

add column separator

set{p0, count(price > price 1 week ago,1)}
set{p1, count(price 1 week ago > price 2 weeks ago,1)}
set{p2, count(price 2 weeks ago > price 3 weeks ago,1)}
set{p3, count(price 3 weeks ago > price 4 weeks ago,1)}

set{z, p0 + p1}
set{zz, z + p2}
set{zzz, zz + p3}

add column price 1 week ago{1wk.ago}
add column price 2 weeks ago{2wks.ago}
add column price 3 weeks ago{3wks.ago}
add column price 4 weeks ago{4wks.ago}

add column separator
add column zzz{Up.Wks}

Sort column 11 descending
]



Filter Exchange · Count feature on ROC indicator
glgene
msg #128103
4/21/2016 10:08:24 PM

Re: the start of my thread on this topic, I know how to partially script something "in the arena" I'm seeking (see below), but I don't know how to "count" how many Up ROC weeks ETFs (in a watchlist) have had over the past 4 weeks. Any suggestions for SF scripting to finish my project?

price > price 1 week ago
price 1 week ago > price 2 weeks ago
price 2 weeks ago > price 3 weeks ago

Gene

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