absorrel4
10 posts
msg #89217
- Ignore absorrel4 |
3/6/2010 7:28:58 PM
I am building a filter to create a makeshift Market Profile. To do this, I need to show the counts for when the stocks closed within a certain range in the past. Below is part of the filter I am building and the issue I am having is the count. I am using the maximum number of 100 within the count and I want the count to start 120 days ago and go backward in time from that point. The results I am getting are not correct. I am obviously not structuring the command correctly or the command isn't functioning as I think it would. Any help?
SET{ UPPERLIM, HIGH 200 day High 120 days ago }
SET{ LOWERLIM, LOW 200 day Low 120 days ago}
SET{ XRANGE, UPPERLIM - LOWERLIM }
SET{ PCT20X, XRANGE * .20 }
SET{ PCT20, PCT20X + LOWERLIM }
SET{ C20 , COUNT( CLOSE BELOW PCT20, 100) 120 days ago }
SET{ PCT40X, XRANGE * .40 }
SET{ PCT40, PCT40X + LOWERLIM }
SET{ C40X, COUNT( CLOSE BELOW PCT40, 100) 120 days ago }
SET{ C40 , C40X - C20 }
ADD COLUMN C20
ADD COLUMN C40
ADD COLUMN UPPERLIM
ADD COLUMN LOWERLIM
add column pct20
add column pct40
MARKET IS NASDAQ 100
CHART-TIME IS 2 YEAR
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chetron
2,817 posts
msg #89218
- Ignore chetron
modified |
3/6/2010 7:41:14 PM
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absorrel4
10 posts
msg #89236
- Ignore absorrel4 |
3/7/2010 10:23:00 AM
Thank you for clarifying!!
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absorrel4
10 posts
msg #89284
- Ignore absorrel4 |
3/8/2010 8:49:02 PM
Tried the suggestion....and multiple variations of it....the count for the "days ago" statement is still not returning correct information. Here is what the simplified version of what I am attempting to do...
The below string counsts the closes in the last 100 days in the lower 20% of the most recent 100 day range.....and also for the closes in the lower 20% 100 day high/low range from 120 days ago. SF returns correct information for the 100 day high/low...the Xrange....the pct20X and pct20. However, the count "c20" does not return the correct information from the starting point of 120 days ago. I have toyed with this string and tried a lot of different variations...but, I simply can not get the 120 days ago count (C20) to work. Any suggestions?
SET{ UPPERLIM, HIGH 100 day High }
SET{ LOWERLIM, LOW 100 day Low }
SET{ XRANGE, UPPERLIM - LOWERLIM }
SET{ PCT20X, XRANGE * 0.20 }
SET{ PCT20, PCT20X + LOWERLIM }
SET{ C20A, COUNT( CLOSE BELOW PCT20, 100) }
SET{ C20, C20A 120 days ago }
ADD COLUMN UPPERLIM
ADD COLUMN LOWERLIM
ADD COLUMN XRANGE
add column pct20X
add column pct20
ADD COLUMN C20A
ADD COLUMN C20
MARKET IS NASDAQ 100
CHART-TIME IS 2 YEAR
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