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Michael,
What I gave you was a Quarterly ROC. It begins calculating a new ROC
at the beginning of each quarter. I don't think you will find
anything like it in a web search.
The formula for a ROC is today's Close minus a close in the past. So
is "close to close" today's close minus yesterday's close?
If that is the case then why not use the gapdown function. A gap down
occurs if yesterday's low is greater than today's high. True it
measures lows to highs but a daily move on the magnatude of 50% is
going to be a gap down day.
If you decide to use the indicator that I gave you, its a simple
matter of putting the indicators that I gave you together in order to
do a search. The indicator would look like this:
{Quarterly ROC %}
qstart:=Frac(Month()/3)<>0 AND Ref(Frac(Month()/3),-1)=0;
a:=ValueWhen(1,qstart,C);
QROC:=((C-A)/A)*100; {Percentage}
Quarter:=If(Month()=1 OR Month()=2 OR Month()=3,1,
If(Month()=4 OR Month()=5 OR Month()=6,2,
If(Month()=7 OR Month()=8 OR Month()=9,3,4))); {end}
x:=Quarter=3 AND (Qroc < -50);
Alert(x,90)
The X variable will give a binary signal of one if the Qroc drops
below minus 50 during the 3rd quarter. The alert function holds the
value true for the next 90 days.
Preston
--- In equismetastock@xxxxxxxxxxxxxxx, "mdtmn" <mdtmn@xxx> wrote:
>
> Hi Preston,
> Thanks again for such a detailed reply.All the ROC code
> thus far and those I have found on web sites , calculate the ROC of
> a stock at the end of a nominated period of time , in this case , a
> quarter.
> From the beginning , I should have been more specific.
>
> I am looking for stocks, that at any time, during the quarter, have
> had a price movement ( ROC ) of 50% or more, close to close
>
> As an example , the last quarter was 1st of July thru to the 30th of
> September
>
> If at anytime, during that quarter , a stock had a price movement
> (ROC ) of 50% or more , this is a stock I am looking for , by the
end
> of the quarter it may well have retraced back some or all of that
> price movement. The main point being that at anytime during that
> quarter the stock price had a ROC of 50% or more
>
> Thanks for your effort thus far
> Michael B
>
>
>
>
>
>
>
>
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@> wrote:
> >
> > Michael,
> >
> > I went back and rethought your question and my answer. Here are a
> > couple of indicators for you. Basically, the process is still the
> > same. You can use either of the Quarter identifiers to help with
the
> > timeframe.
> >
> > Hope these will help,
> >
> > Preston
> >
> >
> >
> > {Quarterly ROC}
> > {Calculates the ROC for each Quarter
> > in either Points or Percentage}
> > type:=Input("Points[1] or Percent[2]",1,2,2);
> > qstart:=frac(month()/3)<>0 and ref(frac(month()/3),-1)=0;
> > a:=ValueWhen(1,qstart,C);
> > Pt:= C-A ; {Points}
> > Pn:=((C-A)/A)*100; {Percentage}
> > If(type=2,Pn,Pt);
> >
> >
> > {Quarterly Period}
> > {Identifies which Quarter
> > of the year you are in}
> > qstart:=(Frac(Month()/3)<>0 AND
> > Ref(Frac(Month()/3),-1)=0);
> > ystart:=Year()<>Ref(Year(),-1);
> > (Cum(qstart)+1)-ValueWhen(1,ystart,Cum(qstart));{end}
> >
> > {Quarterly Period v2.0}
> > {Identifies the Yearly Quarter}
> > If(Month()=1 OR Month()=2 OR Month()=3,1,
> > If(Month()=4 OR Month()=5 OR Month()=6,2,
> > If(Month()=7 OR Month()=8 OR Month()=9,3,4))); {end}
> >
> >
> >
> >
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@> wrote:
> > >
> > > Michael,
> > >
> > > In order to get the exploration to pick up the stocks you are
> > looking
> > > for you will need the indicator to have a value.
> > >
> > > So how to find out if there was a 50% drop?
> > >
> > > Look for the LLV(Your Indicator, 66) <= -50
> > >
> > > You will need to change the 66 periods to reflect the number of
> > days
> > > you are away from the beginning of the last quarter.
> > >
> > >
> > > Hope this helps,
> > >
> > > Preston
> > >
> > >
> > >
> > > --- In equismetastock@xxxxxxxxxxxxxxx, "mdtmn" <mdtmn@> wrote:
> > > >
> > > > Hi Preston,
> > > > Thanks for your reply and as per an earlier post
> > > > "1. The Yahoo groups search feature
> > > > 2. The Yahoo groups links
> > > > 3. The Equis Forum "
> > > >
> > > > I have been using your earlier suggestions, in my
> > search. I
> > > > must apologise for not being more specific.
> > > > I am looking to find stocks that have moved 50%
> > > > or more in that quarter downwards ( close to close).The last
> > > quarter
> > > > being 1st of July to 30th of September.
> > > > The ROC since date indicater " plots a percent rate
of
> > > change
> > > > between a specific date and today. The user is prompted for
the
> > > > specific date." So this indicater is very dependant on the
day
> > that
> > > > you run the indicater, where as I am looking for any stocks
that
> > at
> > > > any time during the quarter have a ROC of 50% or more not at
the
> > end
> > > > of the quarter
> > > > Thanks agian for your reply
> > > > Michael B
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@>
wrote:
> > > > >
> > > > > Michael,
> > > > >
> > > > > Several points:
> > > > >
> > > > > 1. The ROC will give you that information as a percent. You
> > would
> > > > > still need to filter for those less than 50%.
> > > > >
> > > > > 2. Yahoo Groups has a search feature which allows you to
search
> > > > > through old messages. That's what I did and I came up with
a
> > > > > discussion in message 26524 on December 8, 2007 that was
about
> > a
> > > ROC
> > > > > Since Date indicator. I believe it will work for you.
> > > > >
> > > > > NAME: ROC Since a Date
> > > > >
> > > > > FORMULA:
> > > > >
> > > > > Day1 := Input("Day",1,31,4);
> > > > > Month1 := Input("Month",1,12,1);
> > > > > Year1 := Input("Year",1900,2400,1999);
> > > > >
> > > > > 100 * (CLOSE - ValueWhen(1,DayOfMonth() = Day1 AND Month()
=
> > > Month1
> > > > > AND Year() = Year1, CLOSE))/ ValueWhen(1,DayOfMonth() =
Day1 AND
> > > > > Month() = Month1 AND Year() = Year1,CLOSE)
> > > > >
> > > > >
> > > > > Hope this helps,
> > > > >
> > > > > Preston
> > > > >
> > > > >
> > > > >
> > > > >
> > > > > --- In equismetastock@xxxxxxxxxxxxxxx, "mdtmn" <mdtmn@>
wrote:
> > > > > >
> > > > > > Hi All,
> > > > > > This is a scan that I use to find stocks that have
> > moved
> > > 50%
> > > > > or
> > > > > > more per quarter downwards ( close to close)
> > > > > >
> > > > > > Filter days:=60;
> > > > > > C<=Ref(C,-days)-(Ref(C,-days)*0.5)
> > > > > >
> > > > > > as you can see it is approx ( and rough)and very
dependent on
> > > what
> > > > > day
> > > > > > near the end of the quarter you run the scan
> > > > > >
> > > > > > Example , this last quarter was 1st July to 30th Sep ,was
66
> > > days
> > > > > > and running the scan on the 24th , 25th, 26th, 29th and
30th
> > > of
> > > > > > September will give slightly different results
> > > > > >
> > > > > > Would someone be able to offer code that will scan for
stocks
> > > in the
> > > > > > quarter that at any time during that time period moved
down
> > in
> > > value
> > > > > > by 50% or more, close to close ?
> > > > > > Thanks in advance
> > > > > > Michael B
> > > > > >
> > > > >
> > > >
> > >
> >
>
------------------------------------
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