BigOh 23 posts msg #32177 - Ignore BigOh | 
5/25/2004 9:25:07 AM
  I've trying to create a filter that will give the stocks that have an average daily range of 2 points of more. All I ever come up with is the stocks that moved 2 or more points the day before. I'm brand new to writing filters and the language doesn't seem to work with me to well. Any help would be great.
 
 
 
  | 
cegis 235 posts msg #32179 - Ignore cegis | 
5/25/2004 3:20:44 PM
  BigOh,
 
 I tried:
 
  	    
 
 but SF seems to use Day Range % instead of Day Point Range.  Sounds like an issue for Tom (SF Support)!
 
 HTH,
 
 C
 
 
  | 
DasKapital 36 posts msg #32180 - Ignore DasKapital | 
5/25/2004 5:00:20 PM
  Hi BigOh,
 
 Here's a slightly different take on your request. Consider the number of times (occurences)that the daily range has exceeded 2, within the last 100 days.  For stocks that have daily range >2, restrict the return list to stocks that have a daily range >2 70% of the time (ie, 70 days out of the last 100 days). Because the daily range chart is sorta choppy, smooth it out with a simple moving average of the daily range.
 
  	    
 
 Enjoy!
 
 DK
 
 
 
  | 
BigOh 23 posts msg #32276 - Ignore BigOh | 
6/5/2004 3:51:36 PM
  Thanks, I have been able to use both filters with pretty good results.
 
 
  |