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Joined: 7/1/2007(UTC)
Posts: 33
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Hi,
I need to check whether Moving Average exist on the quarter chart during my exploration.
I know how to check for existence of
MA using the IsDefined() function.
It need 10 quarters of data before MA show on a quarter Chart. So it need roughly 840 days.
So I use
if(Cum(1) > 840,1,0)
in my exploration filter and load the maximum data of 32767 records
and still don't get any results.
My exploration perioditiy can be
monthly or weekly.
Please advise why I can't get any result.
If other have better way to achiever similar result, please comment & advise.
Appreciate the help very much.
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Rank: Advanced Member
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Rank: Advanced Member
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Hi Vladimir
A quick way to check how much data your exploration is actually loading is to place "Cum(1)" in a spare column. This will confirm whether or not you're loading as much data as you think you are.
What do you mean by "and still don't get any results"? Are you getting N/A, zero, result filtered out or something else?
Those of us that might be able to help aren't mind readers and only know what you include in your message. What you know but fail to include is usually the information needed to make intelligent guesses about what the real problem is, so the more you tell us the more likely it is that someone will come up with the correct answer.
If yo're running a quarterly periodicity exploration and looking for the result of a 10-period SMA then MS will load attempt to load at least 12-13 quarterly bars (minimum, and more if you set the number of records to load rather than use the Minimum Records setting) and generate an acurate result for every security able to load 10 quarterly bars.
Roy
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Rank: Advanced Member
Groups: Registered, Registered Users
Joined: 7/1/2007(UTC)
Posts: 33
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Thank to both wabbit & Roy advise.
I finally managed to solve the issue myself after
experiencing with trial & error.
The cum() is working fine, it depend on how much data
is loaded in our option configuration.
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Rank: Advanced Member
Groups: Registered, Registered Users
Joined: 7/1/2007(UTC)
Posts: 33
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Hi
After using my filter, found
out some ticker symbol
still didn't get filter out
as expected.
Need advise & comment on my code.
Here is my logic
1. Exploration Periodicity is set to Quarterly.
2. Data load is max, 32767
3. Exploration date is set to most recent date
4. On my quarter chart timeframe, 2 MA based on high & low
5. Any quarter chart WITHOUT any MA display will be excluded.
6. Not sure why some chart like HBM with 9 quarter candlestick
didn't get filtered out.
Here is my filter code
IsDefined(Mov(H,10,S))
OR
IsDefined(Mov(L,10,S));
Thank you
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Rank: Advanced Member
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Joined: 10/28/2004(UTC)
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Location: Perth, Western Australia
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Just put one of the MA conditions in a column and leave out the filter condition. When the exploration runs, if there is insufficient data to compute the MA the symbol will be rejected and you will get an "error" report saying something like "period out of range".
I did this experiment a long tine ago, so may have forgotten some of the details, but when the explorer runs it loads the data for the symbol (as required by the load periods, or it has to evaluate the column and filter conditions for their "minimum records" (and we all know how that can screw things up) ). The explorer then computes the columns in alphabetical order, then finally, the filter. The explorer stops processing that symbol as soon as it encounters its first error condition. So, if you include the Mov() function in a column and there is insufficient data to compute that function, the error will be raised and the filter condition will never be evaluated for that symbol.
wabbit [:D]
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Rank: Advanced Member
Groups: Registered, Registered Users
Joined: 7/1/2007(UTC)
Posts: 33
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Hi Wabbitt
Thank for the advise.
I have commented out
the filter and put MA(H,10,S) in the colA
and do a exploration, still manage to
get these ticker symbol that pass my
exploration.
They are MJN, MTT & NUW
of the US NYSE.
When opened in a chart with peridicity set to Quarter, we don't see any MA there.
Howeve, if I try this in the filter, it seem to work
Cum(1) > 10
Is that logicall correct ?
Plus, I am still wondering why those ticker symbol above having 9 quarter bar get through the exploration.
Thank you
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users
Joined: 10/28/2004(UTC)
Posts: 3,111
Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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My exploration: Code:
{ColA}
mov(H,10,S)
{ColB}
mov(L,10,S)
{ColC}
Cum(1);
filter: none
load: 32767;
on those three stocks, they all pass the exploration as they have exactly 10 bars of quarterly data. When you open the chart and apply the MA's they don't show up on the chart as a line because the Mov(,10,S) indicator doesn't start drawing until the10th bar (but the value of the MA's is shown in the window titlebar if you create a custom indicator for the MAs). wabbit [:D] wabbit attached the following image(s):
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Rank: Advanced Member
Groups: Registered, Registered Users
Joined: 7/1/2007(UTC)
Posts: 33
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Hi Wabbit
Thank for the prompt reply and explanation.
You have clear my doubts.
Thank alot
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