StockFetcher Forums · General Discussion · Inertia -- anybody here use it in SF script?<< >>Post Follow-up
glgene
616 posts
msg #96941
Ignore glgene
10/15/2010 12:20:31 AM

Just read about the SF inertia filter (page 61 in the User Guide). Not much write-up on that page.

From another source I researched, it says when the Inertia indicator is above 50, positive inertia is indicated, and the long-term trend (of a stock) is up and should remain up as long as the indicator stays above. Vice versa for below 50.

So I wrote a SF script to test it. I used the Intertia parameters (14,10,20) as shown in the example on page 61 of the SF User Guide. I used a simple Symlist, not a scan of stocks.

From end-of-day data on 10-14-2010, for example, it shows that VTI would have fired a 'sell' on 10-13-2010. That's because Intertia went from 50.01 on 10-12-2010 to 48.25 on 10-13-2010. That may prove to be correct.

But if you do a Chart view of the 6 stocks, you'll see the 14,10,10 parameters (overall) don't seem to work well. Too fast, or too slow. Maybe I didn't code properly on days back. ???

In the script, I added columns to not only show today's Inertia, but also 1-5, and 10 days back, along with 1-2 mos. back.

Since Intertia is a new topic to me, I was wondering if anybody here who uses or has experimented with the settings of Inertia, please step forward and share your thoughts.

Fetcher[
symlist(vti,spy,dia,qqqq,eem,dbc)
add column separator
add column inertia(14,10,20)
add column inertia(14,10,20) 1 day ago {inertia 1 day ago}
add column inertia(14,10,20) 2 days ago {iner 2 d}
add column inertia(14,10,20) 3 days ago {iner 3 d}
add column inertia(14,10,20) 4 days ago {iner 4 d}
add column inertia(14,10,20) 5 days ago {iner 5 d}
add column inertia(14,10,20) 10 days ago {iner 10 d}
add column inertia(14,10,20) 1 month ago {iner 1 mo.}
add column inertia(14,10,20) 2 months ago {iner 2 mos.}
draw inertia (14,10,20)
draw inertia(14,10,20) line at 50
sort column 1 descending
]




glgene
616 posts
msg #97016
Ignore glgene
10/15/2010 5:18:40 PM

Still looking for any comments on the SF 'Inertia' indicator?

Thanks.

StockFetcher Forums · General Discussion · Inertia -- anybody here use it in SF script?<< >>Post Follow-up

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