StockFetcher Forums · General Discussion · How? average gap DOWN value | and average gap UP value | over X days<< >>Post Follow-up
fotchstecker
304 posts
msg #150042
Ignore fotchstecker
modified
12/28/2019 3:54:16 PM

I've been working on this for a couple of days using all the examples I can find, including custom statements as well SF's built-in gap expressions. I haven't done it yet.

Does anyone know how to output a value for:

1. The average gap DOWN (price diff between open and previous day close is < 0) over the past 100 days?

2. The average gap UP (price diff between open and previous day close is > 0) over the past 100 days?

I'm able to easily find the absolute gap change value, but can't output values for only GAPS-UP and GAPS-DOWN.

Seems like it should be easier in SF, but I'm struggling with it. Any ideas?


fotchstecker
304 posts
msg #150057
Ignore fotchstecker
12/31/2019 9:39:16 PM

{bump}
anyone have any ideas on this?
I know there are some very strong filter folks out there. Sadly, I'm not to be counted among you.
HNY to all!

nibor100
1,031 posts
msg #150068
Ignore nibor100
1/2/2020 1:10:07 AM

@fotchstecker,

I modified parts of 1 of Xarlor's filtrers to get the below filter, that I believe returns the gaps up average for the past 12 days. Check it out and see if its what you want.

I did not include any comment lines but I can provide them if anyone needs them for the filter logic.

Ed S.

Fetcher[
market not otcbb
average volume(30) > 1234567
set{GapUps,count(close-to-open gap > 0,12)} add column gapups

set{xgap, open - close 1 day ago} add column xgap
set{xgapup, count(xgap > 0, 1)} add column xgapup

set{xxgap, xgap * xgapup}
set{gapsum, sum(xxgap,12)} add column gapsum

set{gapsupavg, gapsum/gapups} add column gapsupavg
]



fotchstecker
304 posts
msg #150069
Ignore fotchstecker
modified
1/2/2020 10:47:46 AM

Hi, nibor. I really appreciate the reply and help. Here's my extrapolation for "downs" based on your example:
Submit
Fetcher[
set{GapDowns,count(close-to-open gap < 0,12)} add column gapdwns

set{xgap2, open - close 1 day ago} add column xgap2
set{xgapdn, count(xgap2 < 0, 1)} add column xgapdn

set{xxgap2, xgap2 * xgapdn}
set{gapsumdn, sum(xxgap2,12)} add column gapsumdn

set{gapsdnavg, gapsumdn/gapdowns} add column gapsdnavg
]




nibor100
1,031 posts
msg #150071
Ignore nibor100
1/2/2020 12:07:32 PM

other than the typo in "add column gapdwns" that is exactly how I would have coded it.

does it do what you want?

Thanks,
Ed S.

fotchstecker
304 posts
msg #150087
Ignore fotchstecker
1/3/2020 10:38:50 AM

It does indeed, I believe. I really appreciate your help on it. Thank you.

StockFetcher Forums · General Discussion · How? average gap DOWN value | and average gap UP value | over X days<< >>Post Follow-up

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