hhuynh 9 posts msg #26302 - Ignore hhuynh |
4/24/2003 5:59:38 PM
Hello everyone ....from the novices to the pros,
I am trying to gather stocks which have gap up a certain percentage from the previous closing price when it first traded the next day for a period of trading days . The result of the example below seems to incorrectly filtered the stocks . Any suggestions?
[Close-to-open gap is above 2.5 for at least ten days]
|
sbeckers 23 posts msg #26384 - Ignore sbeckers |
5/3/2003 7:48:11 PM
this is something I would like to know too, how to find stocks which have gapped one way or another in the past 10 days.
|
zfetch 16 posts msg #26385 - Ignore zfetch |
5/3/2003 10:08:27 PM
It seems uncommon to find a close-to-open gap above 2.5% for 8, 9, or 10 days.
I tried filtering for a gap above 2.5% 10 days and didn't find results. On Friday 5/2/03 and in recent days, there are a few matches for period of 4 to 7 days.
Here are examples for a gap above 2.5% for 4 days, on 4 different filter days:
Also, instead of using 'date offset' for different dates, you can use 'close-to-open gap x days ago was above...'
|
hhuynh 9 posts msg #26484 - Ignore hhuynh |
5/12/2003 1:29:27 PM
zfetch,
Thanks for your info. The reason why is because I want to back test certain stocks which have opened up from the previous close most of the time . If the percentage of the trend then all I have to do is to get in on the previous day just before they close and hold the positions over night . Holding a position over night is very risky therefore I have to find stocks with the highest percentage of ups trend wise .
|