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alf44 2,025 posts msg #52143 - Ignore alf44 modified	6/11/2007 12:12:18 PM jhar3, Here is the 6/100 - 10/100 Historical Volatility Ratio Filter NOW with the "50 day HV reading of 40% or better" criteria added ! fwiw -------------------------------------- Fetcher[/* Historical Volatility Ratio Calculation (compare a 6 day to a 100 day HV AND a 10 day to a 100 day HV) with a 50 day HV above 40% / / 6/100 Historical Volatility Check / set{HistVol_6, Historical Volatility(6,1)} set{HistVol_100A, Historical Volatility(100,1)} set{HistVolRatioA, HistVol_6 / HistVol_100A} set{HVRatioA, count(HistVolRatioA is less than .51, 1)} / 10/100 Historical Volatility Check / set{HistVol_10, Historical Volatility(10,1)} set{HistVol_100B, Historical Volatility(100,1)} set{HistVolRatioB, HistVol_10 / HistVol_100B} set{HVRatioB, count(HistVolRatioB is less than .51, 1)} / Check for BOTH Historical Volatility criteria to be met */ set{HVRatioAB, HVRatioA + HVRatioB} Show all stocks where HVRatioAB is above 1 and Historical Volatility(50,1) is above 40 Average Volume(65) is above 1000000 Price is between 10 and 100 add column separator add column separator add column HVRatioA {vrat6_100} add column HVRatioB {vrat10_100} add column separator add column HistVolRatioA {vrat610} add column HistVolRatioB {vrat10100} add column separator and add column Historical Volatility(50,1) {histvol50} add column separator add column separator] ----------------------------------- Regards, alf44
mistlethrush 7 posts msg #52157 - Ignore mistlethrush	6/11/2007 3:58:11 PM Nice improvement. However, it is sorted on Volume. I wonder if you would consider one of the other columns a better indicator of the strength of the signal. What do you think? /MT

StockFetcher Forums · Filter Exchange · historical volatility help

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