sohailmithani 192 posts msg #107492 - Ignore sohailmithani |
8/9/2012 12:25:38 PM
Hi,
I am working on a filter which requires SUM function which currently is not available with SF. Could you please look into and provide such capability. Would be appreciated.
I believe that good service providers continue with research and enhanced functionalities. SF needs to speed up with that else risk of losing business.
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stockfetcher 980 posts msg #107493 |
8/9/2012 12:37:34 PM
Does this SUM() function not accomplish what you are looking for? If not, please let us know what specific "sum" functionality you are interested in.
http://forums.stockfetcher.com/sfforums/?q=view&fid=1006&tid=34491
StockFetcher Support
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Kevin_in_GA 4,599 posts msg #107494 - Ignore Kevin_in_GA |
8/9/2012 12:58:18 PM
I believe he is looking for a way to take the number of S&P 500 stocks returned from a specific filter and see what percentage they represent to the S&P 500 as a whole. Example - the number of S&P 500 stocks currently above their MA(200) as a percentage of the total.
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stockfetcher 980 posts msg #107495 |
8/9/2012 1:03:56 PM
Thanks for the clarification! He is correct that feature is currently not available, as the requested functionality more akin to creating an "index" that is global for all stocks in the specified universe, opposed to a standard measure/indicator that varies from stock-to-stock.
We will certainly look into adding this; however, given that is not necessarily a stock-dependent value we aren't quite sure of how it best fits within the notion of "filtering".
Thank you again,
StockFetcher Support
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Eman93 4,750 posts msg #107508 - Ignore Eman93 |
8/9/2012 10:18:08 PM
Just a way to count and plots the number of hits a filter has given... would be nice.
When you run a filter it tells you how many hits? Why cant you just extract that number and plot it?
Seems the best place would be in the back test area you can have a plot of filter hits over the time frame? Its doing the calculation already.
Do you understand what I am asking for?
I would be happy if you could just extract the information to a CVS or XLF file ... with dates and hits... I can plot in XLF.
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Eman93 4,750 posts msg #107509 - Ignore Eman93 |
8/9/2012 10:34:21 PM
"We will certainly look into adding this; however, given that is not necessarily a stock-dependent value we aren't quite sure of how it best fits within the notion of "filtering". "
Yes filtering and analyzing ... don't you think it would be help full to know that when your filter had 90hits it did better than when it had 6 hits? or it marked a turning point int he market???
A complex filter could then be used as its own market oscillator... just like Chandler, McClellan, Elder, Williams....ect..
I have several filters that give noticeably large "hits" at market tuning points.. I have no way to check this other than manually doing it... maybe a work around would be the ability to download the "trades" in the back test to a CVS or XLF? Would take more work on my end to build the spread sheet calculations but I would have access to historical data of the filter.
Thanks,
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stockfetcher 980 posts msg #107517 |
8/10/2012 8:16:04 AM
Thank you for the great feedback on this subject.
Concerning a plot for the number of hits for the filter, this would be something that we will look into for the "Backtesting" section. Unfortunately, including this within actual filter results would obviously present performance issues.
As far as checking how your filter performs based on the number of hits, one tool that may help is the "Performance" tool found after running a filter:
This tool allows you to see the number of matches and how those matches performed for your filter.
StockFetcher Support
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Kevin_in_GA 4,599 posts msg #107518 - Ignore Kevin_in_GA |
8/10/2012 8:22:51 AM
True, but it does not allow you to use that information in a filter - you need to do this manually. I think the essence of the request is to be able to access the absolute number of stocks meeting a specific set of criteria as an input to another part of the filter.
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stockfetcher 980 posts msg #107519 |
8/10/2012 8:41:35 AM
That makes sense and appears to bring the notion back to the original request and clarification. We will look into this construct and see if we are able to add this functionality.
StockFetcher Support
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Eman93 4,750 posts msg #107520 - Ignore Eman93 |
8/10/2012 8:50:30 AM
stockfetcher
526 posts
msg #107517 8/10/2012 8:16:04 AM
This tool allows you to see the number of matches and how those matches performed for your filter.
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Can you at least add the ability to export "trades" to a .XLF or comma delineated file? All the data is there all ready.
Thanks,
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