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Is it possible filter out stocks that have a certain amount of down days of say more than 3% during a certain period of time?
thx Amice
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You're going to have to define that a bit better. Have you written any part of the formula to describe it?
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Rank: Newbie
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Thx for your reply. I have developed a trend following system that performs well for stocks which do not have big daily drops. E.g the performance on Silver is bad because of the huge daily losses which occur often. My thought was to make an exploration that filters out the stocks which had big daily drops during a period of n days. I do not want to invest in a stock that had x times a daily drop of y% during that period. In fact a filter ROC(C,1,%)< -y% applied to the preceeding n days.
I hope this makes it easier to understand the question,
regards,
Amice ( The Netherlands)
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Use the MS Sum() function.
wabbit [:D]
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Rank: Advanced Member
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amice wrote:In fact a filter ROC(C,1,%)< -y% applied to the preceeding n days. Amice -- Looks like you've almost got it. As Wabbit noted, you just need to add the SUM() function. One thing you could do is write it as an Indicator, to see if the parameters filters the way you expect, then call that in the Exploration. (Once you get it the way you want, change the default values for the INPUT() statements). Something like this: INDICATOR NAME: _Test Code:
Plot:=Input("1=Signal 2=Daily Chg",1,2,1);
Days:=Input("Days",1,500,10);
Threshold:=Input("% Threshold",-50,-1,-3);
DayChg:=ROC(C,1,%);
Signal:=DayChg<Threshold;
SumChg:=Sum(Signal,Days);
If(Plot=1,SumChg,DayChg);
Exploration -- Put this in the FILTER tab, and make sure "Use Filter" is checked in the OPTIONS button:
You can then save the results (right-click) to a FAVORITES watchlist.
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