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
Thanks!
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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
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