StockFetcher Forums · Filter Exchange · Comparative Rel Strength Specific Dates<< >>Post Follow-up
jbesr1230
28 posts
msg #58472
Ignore jbesr1230
12/24/2007 11:30:53 AM

Is it possible to do a comparative relative strength test against the S&P 500 using specific dates?

For example: Stocks whose comparative relative strength is above 1.0 compared to the S&P 500 from 11/02/07 to 11/27/07?

Thanks
JB

maxreturn
745 posts
msg #58475
Ignore maxreturn
12/24/2007 12:43:44 PM

JB, you didn't specify a period for relative strength so I'm assuming you wanted a 12 month relative strength. The following filter is one way to identify all stocks which had a relative strength of 1+ during the period 11/2 - 11/27:

Fetcher[set{x, ind(^spx,close)}
set{y, x divided by x 252 days ago}
set{z, close divided by close 252 days ago}
set{rs, z divided by y}
count(rs above 1,15) above 14
date offset is 11/27/07
]



If I've misinterpreted anything, please post back.

Merry Christmas
Max

jbesr1230
28 posts
msg #58478
Ignore jbesr1230
12/24/2007 2:38:15 PM

Thanks Max. Let me elaborate and clarify.

I would like the comparison period to be over the 25 days for the time period 11/02/07 to 11/27/07. In generic terms, I would like to find stocks that out performed the SPX 500 over the 25 day time frame 11/02/07 to 11/27/07.

Merry Christmas to you, and to all.


maxreturn
745 posts
msg #58489
Ignore maxreturn
modified
12/24/2007 9:33:11 PM

JB, the period 11/2 - 11/27 has only 16 trading days. I included my own price and volume parameters. Feel free to change as you wish:

Fetcher[set{rs, relative strength(^spx,16)}
rs above 1
add column rs
sort column 5 descending
price above 10
average volume(65) above 500000
date offset is 11/27/07
]



Regards
Max

jbesr1230
28 posts
msg #58540
Ignore jbesr1230
12/26/2007 7:21:26 PM

Max,

Thanks. Looks good.

Another question
When I run the filter from the “Forum” (click on magnify glass) the filter accepts the “date offset” . When I save it to My Filters I get the “date offset” is ignored warning. I would like to have “date offset” be functional. Do I run the filter from “Forum” every time or can I save it in a way that the “date offset” will be functional?

Thanks. Anyone have any thoughts?
JB

maxreturn
745 posts
msg #58546
Ignore maxreturn
12/26/2007 9:26:57 PM

JB, stockfetcher currently does not allow a "date offset" statement when saving a filter.

StockFetcher Forums · Filter Exchange · Comparative Rel Strength Specific Dates<< >>Post Follow-up

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