dwiggains
444 posts
msg #70441
- Ignore dwiggains |
1/7/2009 10:05:16 AM
Hi
I am working on an idea -- this is simular to FADING THE GAP STATISTICS FILTER
What I want is this:
1. Open is up --- what percent of the time does this stock close above open and by how much
OR
2. Open is down --- what percent of the time does this stock close below open and by how much
This type of programing is above me.
Thanks for the help
See ya
David
|
chetron
2,817 posts
msg #70444
- Ignore chetron |
1/7/2009 12:02:36 PM
OPEN UP, COMPARED TO WHAT? CLOSE/HIGH/LOW/OPEN 1 DAY AGO OR WHAT?
|
dwiggains
444 posts
msg #70446
- Ignore dwiggains |
1/7/2009 1:21:36 PM
Hi Chetron
I was thinking open compared to yesterdays close.
Your question got me to thinking and maybe it should be open up compared to yesterdays high
or open down compared to yesterdays low??????
I am just trying to see if the statistics might help our trading.
If stock XYZ opens up and the odds are 90% it will close higher------ ??? Hope to find something like that.
Thanks for the interest.
See ya
David
|
welliott111
98 posts
msg #70452
- Ignore welliott111 |
1/7/2009 4:27:17 PM
Stats for last 20 days high minus high 1 day ago
penny column : how many times .01 above high 1 day ago
dime : how many times .10 above high 1 day ago
lose : how many times high minus high 1 day ago was .01 but not .10 (low lose column is better)
Place buy order .01 above high 1 day ago, sell for dime profit.
|
chetron
2,817 posts
msg #70456
- Ignore chetron |
1/7/2009 5:50:07 PM
maybe this....
but what i am seeing here reinforces the fade the gap metheod
|
dwiggains
444 posts
msg #70457
- Ignore dwiggains |
1/7/2009 7:38:42 PM
Hi
Thanks Chetron and welliott111
I am studing both of these.
It will take me a while to absorb.
See ya
David
|
jimhbutton
104 posts
msg #70459
- Ignore jimhbutton
modified |
1/7/2009 9:00:05 PM
Here's my 2 pennies worth:
Fetcher[
/* Fading The Gap Statistics */
set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}
set{absgap, abs(Xgapped)}
set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}
set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }
set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}
set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }
set{gapup100f, count(gapupfilled > 0, 100)}
set{gapdn100f, count(gapdnfilled > 0, 100)}
set{gapfilled, gapup100f + gapdn100f}
set{dnavg, gapdn100f/gappeddn100}
set{upavg, gapup100f/gappedup100}
/* DRAW PLOTS */
DRAW XGAPPED ON PLOT XGAPPED
/* DISPLAY COLUMNS */
and add column average volume(5) {avg vol 5}
and add column separator
and add column gapdn100f {gap down filled /}
and add column gappeddn100 {# gap down}
and add column dnavg {= down % filled}
and add column separator
and add column gapup100f {gap up filled /}
and add column gappedup100 {# gap up}
and add column upavg {= up % filled}
and add column separator
and add column gapfilled {total % filled}
and add column separator
and add column cma(absgap, 100) {avg gap}
and add column absgap 100 day high {gap high}
/* SELECTION CRITERIA */
SYMLIST()
/* SORT CRITERIA */
SORT COLUMN 15 DESCENDING
]
|
chetron
2,817 posts
msg #70460
- Ignore chetron |
1/7/2009 9:13:17 PM
CLICKABLE....
NO SPECIAL CHARACTERS....
|
jimhbutton
104 posts
msg #70462
- Ignore jimhbutton
modified |
1/7/2009 9:16:57 PM
Thanks Chetron. Can you tell me what were the "special characters" that I used that kept the clickable feature from kicking in? The "%" and "#" symbols? Dang! They look great on my results page. Anything else?
|
chetron
2,817 posts
msg #70463
- Ignore chetron
modified |
1/7/2009 9:19:41 PM
# AND % IS ALL I CHANGED
NOTHING ELSE
|