StockFetcher Forums · General Discussion · Gap Filter<< >>Post Follow-up
Gurok
7 posts
msg #121268
- Ignore Gurok		 8/5/2014 4:39:40 PM

Hello Everyone,

I am trying to create a filter that will check stocks or indices that have statistically gapped up or down from the previous day close, and close above or below the current days open(past 100 days)? So if a stock has gapped up from the previous day how many times did the stock price close above the open of the day? Hopefully that makes sense thanks.


djones000buck
206 posts
msg #121272
- Ignore djones000buck
modified		 8/5/2014 11:56:49 PM

Think this is what you are after from tro, just added some mods... Might want to do some validation I haven't used it in a while..

Fetcher[


/* gap fill statistics */

set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{absgap, abs(Xgapped)}

set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}

Set{closedup, count(open < close,1)}
Set{trigger1, count(xgapup 1 day ago > .9,1)}
Set{trigger2, count(closedup 1 day ago > .9,1)}
Set{trigger3, trigger1 + trigger2}
Set{trigger3c, count(trigger3 > 1.9,1)}
Set{xgapupcloseup, count(trigger3 > 1.9,100)}
Set{gapupcloseup, xgapupcloseup / gappedup100}

Set{closeddn, count(open > close,1)}
Set{trigger1a, count(xgapup 1 day ago > .9,1)}
Set{trigger2a, count(closeddn 1 day ago > .9,1)}
Set{trigger3a, trigger1a + trigger2a}
Set{trigger3d, count(trigger3a > 1.9,1)}
Set{xgapupclosedn, count(trigger3a > 1.9,100)}
Set{gapupclosedn, xgapupclosedn / gappeddn100}

set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 100)}
set{gapdn100f, count(gapdnfilled > 0, 100)}

set{gapfilled, gapup100f + gapdn100f}

/* DRAW PLOTS */

DRAW XGAPPED ON PLOT XGAPPED
And draw trigger3c
And draw trigger3d
/* DISPLAY COLUMNS */

and add column gappedup100
and add column gappeddn100
and add column gapfilled
and add column gapup100f
and add column gapdn100f
And add column gapupcloseup
And add column gapupclosedn
and add column cma(absgap, 100)
and add column absgap 100 day high
and add column absgap 100 day low

/* SELECTION CRITERIA */

CLOSE ABOVE 40
AVERAGE VOLUME(30) ABOVE 1000000
MARKET IS NASDAQ

/* SORT CRITERIA */

SORT COLUMN 7 DESCENDING

]



Edit added validation for you trigger3c should indicate the day before being gapupcloseup occurance.
Trigger3d should be gapupclosedn occurance..
djones000buck
206 posts
msg #121273
- Ignore djones000buck		 8/6/2014 12:00:16 AM

Specifically look at gapupcloseup and gapupclosedn columns
StockFetcher Forums · General Discussion · Gap Filter<< >>Post Follow-up

StockFetcher Tools
Filter Editor
My Filters
Watch Lists
Chart+
Find Similar Stocks
Shared Lists
Popular Resources
StockFetcher Forums
Indicator List
Filter Phrases
Examples
Site Search
Sector/Industry List
Usage Guide
Support
Contact Us
Support Home

Subscriber
Subscriber Benefits
Settings
Chart
Results
MyFilters
*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2022 - Vestyl Software L.L.C.•Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.