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wallybaby
9 posts
msg #156809
Ignore wallybaby
5/15/2021 11:54:14 AM


Hello, I am trying to get this to work.
I am looking to create filter that will
find the midpoint of each days range for the last 5 days
and then add them together and divide by 5 to get a 5 day average of the midpoint
and then subtracting the 5 day average of the midpoint from the close of the day
and then divide that by atr(5)
and then divide that by 5 ( this results in answer step6 which presents a performance issue SOME of the time)
and then filtering step6 for results less than -.4 so that the answer can be plotted and then

I would like to put in a "count" function so that all instances of this occurring can be highlighted.
Ideally I would like to leave step6 in but it sometimes puts me over the edge on performance issues with sf so I can leave that out, unless with tighter code, it passes.

I posted below what I could do, and am stuck, and I am sure there is an easier way to find this.

thanks in advance for any help.

Fetcher[
optionable
close > 5
and close < 7


/*
finds midpoint of last 4 days plus today
*/
set{day0con,high + low}
set{day0,day0con / 2}

set{day1con,high 1 day ago + low 1 day ago}
set{day1,day1con / 2}

set{day2con,high 2 day ago + low 2 days ago}
set{day2,day2con / 2}

set{day3con,high 3 days ago + low 3 days ago}
set{day3,day3con / 2}

set{day4con,high 4 days ago + low 4 days ago}
set{day4,day4con / 2}


/* sums the totals of the midpoints and divides by 5 days which is called daytotal*/
set{step1,day0 + day1}
set{step2,step1 + day2}
set{step3,step2 + day3}
set{5daytotal,step3 + day4}
set{daytotal, 5daytotal divided by 5}

/* this subtracts the daytotal calc from the close of each day*/
set{step4,close - daytotal}

set{step5,step4 divided by ATR(5)

/*the next line is remmed out see note regarding step6*/
/*set{step6,step5 divided by 5}*/

/* I put these in for debugging purposes*/
and add column step6
and add column step4
and add column step5
and add column ATR(5)

/* and then do a count statement here*/

]



wantonellis
161 posts
msg #156811
Ignore wantonellis
5/15/2021 3:03:11 PM

Fetcher[
close is between 5 and 7
set{midpoint,day range divided by 2}
set{midpoint_sum, sum(midpoint,5)}
set{midpoint_avg, midpoint_sum divided by 5}
set{step4, close minus midpoint_avg}
set{step5, step4 divided by atr(5)}
set{step6, step5 divided by 5}
step6 < -0.4
]



wallybaby
9 posts
msg #156823
Ignore wallybaby
5/17/2021 10:02:34 AM

Thanks!! That " day range " command is new to me.



StockFetcher Forums · General Discussion · You guys have come to the rescue before, hopefully again.<< >>Post Follow-up

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