15minoffame
131 posts
msg #135453
- Ignore 15minoffame |
4/16/2017 1:53:32 AM
Does anyone know if it's possible to adapt this filter to each specific day of the week by using Date Based References?
Thanks!
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snappyfrog
731 posts
msg #135461
- Ignore snappyfrog |
4/16/2017 6:13:53 PM
If you are talking about using a "date offset" or "days ago", then yes. You can search and see how to use them both properly.
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Kevin_in_GA
4,599 posts
msg #135467
- Ignore Kevin_in_GA |
4/17/2017 12:29:26 PM
If you mean running the filter for only a given day of the week (e.g., Wednesday) then at the moment that cannot be done.
What is needed is a dayofweek() function which uses a unique number for each day (Mon = 1, Tues = 2, etc.). Stratasearch has this function - you might want to look at that as a way to develop and backtest this concept.
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15minoffame
131 posts
msg #135469
- Ignore 15minoffame |
4/17/2017 1:27:19 PM
Hi Kevin,
That's what I'm looking for! Thanks for the Stratasearch suggestion. I'll look into this. It's already mid-April and still haven't heard any new announcements from SF. :-(
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15minoffame
131 posts
msg #135572
- Ignore 15minoffame |
4/22/2017 11:52:21 PM
Is there a way to write a filter using CMA of High - Open to show the avg gain over X number of weeks? Example: JNUG avg open to high over previous 16 weeks is 13.25%. I tried this, but it's off.
set{whiop, cma(weekly high,16) - cma(weekly open,16)}
set{LongProfit, whiop / cma(weekly open,16)}
set{avg, longprofit / 16}
Date Open High Gain Pct
4/17/2017 6.82 6.94 1.76%
4/10/2017 6.67 7.60 13.94%
4/3/2017 6.50 7.30 12.31%
3/27/2017 7.15 7.19 0.56%
3/20/2017 6.84 7.78 13.74%
3/13/2017 6.31 8.09 28.21%
3/6/2017 6.49 6.55 0.92%
2/27/2017 10.39 10.9 4.91%
2/21/2017 10.87 11.73 7.91%
2/13/2017 11.53 12.39 7.46%
2/6/2017 10.64 13.03 22.46%
1/30/2017 8.54 10.1 18.27%
1/23/2017 8.93 9.64 7.95%
1/17/2017 9.21 9.34 1.41%
1/9/2017 8.18 9.21 12.59%
1/3/2017 5.7 8.98 57.54%
Total 13.25%
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