StockFetcher Forums · General Discussion · Looking for help with writing the code for my filter<< >>Post Follow-up
all2me
2 posts
msg #152348
Ignore all2me
5/26/2020 10:10:52 PM

Please help me find a solution
Is it possible to find stocks, where over the past 60 days there has been a drop down more than 5 percent with a volume greater than any other daily volume over the past 90 days.
From the presented examples, I found options for searching for a fall down on a large volume only for a precisely specified day (yesterday or exactly 30 days ago), but I did not see examples of searching for what I need during all selected time period without an exact specified date.
Thanks in advance for your help.


xarlor
581 posts
msg #152350
Ignore xarlor
5/27/2020 9:20:44 AM

I don't think this is what you're asking for, so I'll ask that you provide more details.

Do you want a 5% drop in a single day or over 60 days?
The 90-day higher volume, is that for today or is it for the same day as a 5% drop in price?
Do you have ticker examples you can direct us to for what you're looking for?

Fetcher[
price dropped more than 5% in last 60 days
volume reached a new 90 day high
]



all2me
2 posts
msg #152352
Ignore all2me
5/27/2020 12:54:09 PM

I am looking for a 5% drop in single day.

I don’t know how to insert a picture here and therefore I will give you two examples from the past and try to describe everything in words:

1. Ticker - YELP

Let's imagine that we were in the past in a time machine, somewhere between February 09 2018 and April 7 2018

And it was on one of these days that we launched a search for the given parameters,

and saw that over the past 60 days, or rather February 08 2018, ticker YELP dropped by 15% and the day volume was more than any other daily volume in the last 90 days

2.Ticker - TWOU

This time we were in the past by a time machine, somewhere between November 07, 2018 and January 03, 2019.

As in the first example, we launched a search according to the specified parameters on one of these days, and saw that over the past 60 days, or rather, November 6 2018, ticker TWOU dropped by 16%, and the day volume was more than any other daily volume in the last 90 days

xarlor
581 posts
msg #152353
Ignore xarlor
5/27/2020 5:00:33 PM

Any stock with hits in the last 60 days:



Fetcher[
set{5p,count(price dropped more than 5%,1)}

set{90v,count(volume reached a new 90 day high,1)}

set{trigger,5p * 90v}
set{trigger1,count(trigger > 0,60)}
trigger1 > 0
do not draw trigger1
draw trigger
]



Only hits where this happened today:



Fetcher[
set{5p,count(price dropped more than 5%,1)}

set{90v,count(volume reached a new 90 day high,1)}

set{trigger,5p * 90v}
trigger > 0

set{5p1,close 1 day ago/close}
set{5p2,1 - 5p1}
add column 5p2 {Percent Drop}
]



Use this to check specific tickers:



Fetcher[
symlist(YELP,TWOU)
set{5p,count(price dropped more than 5%,1)}

set{90v,count(volume reached a new 90 day high,1)}

set{trigger,5p * 90v}
trigger > -1

chart-time is 3 years
]



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