wkloss
231 posts
msg #107649
- Ignore wkloss |
8/15/2012 5:52:21 PM
I'm trying to develop an end of day filter which shows days where SPY is 1.5% or more above its previous day's close.
My filter reads and edit says its ok but I wonder if it is.
Close is above the Day Position(1.015,1)
apply to symlist(SPY)
draw Day Position(1.015,1)
Is it correct?
|
Kevin_in_GA
4,599 posts
msg #107651
- Ignore Kevin_in_GA |
8/15/2012 6:17:55 PM
Day position only goes as high as 1.0
Why not this?
or
|
wkloss
231 posts
msg #107658
- Ignore wkloss |
8/15/2012 11:12:07 PM
Thanks. That fixed it.
The purpose of this filter is that any day SPY moves 1.5% or more, the next day trade VWO in the opposite direction of the SPY move (if SPY was up today, short VWO tomorrow).
|