StockFetcher Forums · General Discussion · Filtering out gaps<< >>Post Follow-up
sammyn
81 posts
msg #141488
Ignore sammyn
modified
1/29/2018 1:44:05 PM

So, the gap filters I found, usually just look for a gap yesterday.

What I would like to do, is filter out any stocks that had a gap (up or down) over 20% over the past 120 days.

(Basically, I'm trying to get rid of those that had sudden surprises -- for example, a buy out).

How would I do this? I tried this, but, it errors out

Fetcher[
set{gap_dn,days(high is greater than 20% below low 1 day ago)}
and add column gap_dn
]



Thanks!

karennma
8,057 posts
msg #141538
Ignore karennma
1/30/2018 10:59:34 AM

As per Stockfetcher:
Here is a filter that will find stocks with big gaps:

set{gapUp, count(open more than 20 percent above close 1 day ago, 120)}
set{gapDown, count(open more than 20 percent below close 1 day ago, 120)}
set{gapCount, gapUp + gapDown}
close > 10
and gapCount > 0


If you want to eliminate stocks that had this gap:

set{gapUp, count(open more than 20 percent above close 1 day ago, 120)}
set{gapDown, count(open more than 20 percent below close 1 day ago, 120)}
set{gapCount, gapUp + gapDown}
close > 10
and gapCount equals 0


sammyn
81 posts
msg #141568
Ignore sammyn
1/30/2018 5:11:06 PM

Worked like a dream.

thank you!

StockFetcher Forums · General Discussion · Filtering out gaps<< >>Post Follow-up

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