StockFetcher Forums · General Discussion · Gap statistics<< >>Post Follow-up
freshpotato
36 posts
msg #58779
Ignore freshpotato
1/6/2008 6:34:07 PM

Hello,

I want to make a filter that can messure the movement from previus gaps? Is this even posible?

I know I can use somethink like this to look for gaps the last 99 days,
set {GapCount, count(open is above close 1 day ago,99)}

But is there a way I can messure the move after?

Tor


nikoschopen
2,824 posts
msg #58782
Ignore nikoschopen
1/6/2008 8:41:47 PM

Provided that the stock gapped up (by at least 1%) this morning, the question remains whether it ends the day above the open or not. Whatever the case, the column labeled "gap100" will spit out the number of day that the stock gapped up and closed above the open.

Fetcher[
set{gapper, count(gap above 1,1) * count(opcl above 0,1)}
set{gap100, count(gapper above 0,100)}
add column gap100
]


As you can see, most of them will fail to close up on the day of the gap. Highest occurence stands at 31 and the lowest at, well, 0.

Now, of those stocks that gapped up, how many times did they actually went south and closed the day below previous day's close? Some food for thought.

Fetcher[
set{gapper, count(gap above 1,1) * count(day change below 0,1)}
set{gap100, count(gapper above 0,100)}
add column gap100
]





StockFetcher Forums · General Discussion · Gap statistics<< >>Post Follow-up

*** 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 2022 - 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


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.