Kevin_in_GA
4,599 posts
msg #116988
- Ignore Kevin_in_GA |
11/22/2013 9:20:14 PM
Right now it looks like the MaxDD() function can look back at least 252 days. Why are other more common functions like ROC() limited to what seems to be only 100 days?
What is the max look back for the following?
MaxDD()
Cstddev()
CMA()
ROC()
count()
sum()
Relative strength()
Can you fill in the blanks here? If two commands are used in a single user-defined variable but do not take the same look back input it can cause weird results. How about extending the max look back days on all functions to something at least 252 days (preferably longer, but this is one trading year and for several risk/reward metrics this length is important).
|
Kevin_in_GA
4,599 posts
msg #117068
- Ignore Kevin_in_GA
modified |
11/26/2013 3:00:46 PM
Come on SF crew - no response?
|
stockfetcher
980 posts
msg #117070 |
11/26/2013 3:11:29 PM
Hi,
We're still looking into this question. We'll get back to you as soon as we have an answer.
Thanks,
StockFetcher.com Support
|
Kevin_in_GA
4,599 posts
msg #117663
- Ignore Kevin_in_GA |
1/9/2014 5:28:55 PM
Okay - how about now? In theory all indicators should be able to look back to same number of days. Without this, inconsistencies arise if a user-defined function uses 252 days for the denominator but can only use 100 days for the numerator. Please let us know the maximum look back period for each of the functions listed, and hopefully extend all functions out to at least 252 days.
Thanks.
|
stockfetcher
980 posts
msg #117664 |
1/9/2014 5:31:21 PM
By "look back" are you referring to the maximum period for the indicators or the limit on "days ago"?
Thank you!
StockFetcher Support
|
Kevin_in_GA
4,599 posts
msg #117673
- Ignore Kevin_in_GA |
1/9/2014 9:55:12 PM
The maximum days that can be used as input into the function - for count(), ROC(), sum() and several others the max is 100 days, but for CMA, CEMA, MaxDD the limit seems to be at least 255. Can you make things uniform at 255 (or higher)?
|
stockfetcher
980 posts
msg #117681 |
1/10/2014 8:50:15 AM
Thanks for the clarification. The period or "look-back" does vary between each function based on the complexity as it has been implemented. Given our internal architecture, we routinely benchmark the performance of each function to determine the "cost" required.
That said, we'll certainly look to increase the value on some of the lower limits. Additionally, we will begin updating the help documentation to reflect the maximum period or "look-back" of each function/measure.
Thank you again for the feedback and please let us know if you have any additional questions or suggestions!
StockFetcher Support
|
Kevin_in_GA
4,599 posts
msg #117684
- Ignore Kevin_in_GA |
1/10/2014 12:37:05 PM
OK - probably no surpirse to you but I'll keep reminding you of these promises until they are fulfilled.
|
Kevin_in_GA
4,599 posts
msg #118036
- Ignore Kevin_in_GA |
2/4/2014 1:17:17 PM
Any update on this? Been another three weeks since you last indicated you would look into this and see what could be done to extend the look-back period to a uniform 252 days or more.
|
stockfetcher
980 posts
msg #118037 |
2/4/2014 1:22:35 PM
No updates at this time to your request. Once we have an update or any questions, we will be sure to post a follow-up.
Thank you, and please let us know if you have any additional questions/suggestions!
StockFetcher Support
|