Download software Tutorial videos
Subscription & data-feed pricing Class schedule


New account application Trading resources
Margin rates Stock & option commissions

Attention: Discussion forums are read-only for extended maintenance until further notice.
Welcome Guest, please sign in to participate in a discussion. Search | Active Topics |

Profile: calm2bw-subscribe
About
User Name: calm2bw-subscribe
Groups: Gold User, Member, Platinum User, TeleChart
Rank: Registered User
Real Name:
Location
Occupation:
Interests:
Gender: Gender:
Statistics
Joined: Wednesday, February 1, 2012
Last Visit: Wednesday, September 23, 2020 9:19:41 AM
Number of Posts: 14
[0.00% of all post / 0.00 posts per day]
Avatar
Last 10 Posts
Topic: Measuring ROC from a low point on a monthly chart to current
Posted: Tuesday, August 16, 2016 5:36:48 PM

I tried chating with support but was unable to get a reasonable answer, so I'm posting it here:

 

I have a chart where I indicate a low points and High points.  In this case, I am looking at a 21 period low on a monthly time frame.  It works well for most, but it doesnt work for about half of the stocks in my easyscan.  I created a PCF that looks back until it finds the most recent 21 bar low and measures the rate of change from there to the current month.  I'll use symbol "DLTR" which has 104 bars from its 21 period low (C=MINC21.104) to the current month, as an example of what doesnt work.  "ROST" has 199 bars from its monthly 21p low to current, and this works correctly, giving me the correct Rate of change.  The PCF logic is long so I'll shorten it here:

ABS(C     = MINC21) * 0 -  NOT(C    = MINC21) * (
ABS(C1    = MINC21.1)  * (((C-MINC21.1  )/MINC21.1  )*100)  - NOT(C1  = MINC21.1  ) * (
ABS(C2    = MINC21.2)  * (((C-MINC21.2  )/MINC21.2  )*100)  - NOT(C2  = MINC21.2  ) * (
ABS(C3    = MINC21.3)  * (((C-MINC21.3  )/MINC21.3  )*100)  - NOT(C3  = MINC21.3  ) * (
ABS(C4    = MINC21.4)  * (((C-MINC21.4  )/MINC21.4  )*100)  - NOT(C4  = MINC21.4  ) * (
ABS(C5    = MINC21.5)  * (((C-MINC21.5  )/MINC21.5  )*100)  - NOT(C5  = MINC21.5  ) * (
ABS(C6    = MINC21.6)  * (((C-MINC21.6  )/MINC21.6  )*100)  - NOT(C6  = MINC21.6  ) * (
ABS(C7    = MINC21.7)  * (((C-MINC21.7  )/MINC21.7  )*100)  - NOT(C7  = MINC21.7  ) * (
ABS(C8    = MINC21.8)  * (((C-MINC21.8  )/MINC21.8  )*100)  - NOT(C8  = MINC21.8  ) * (
ABS(C9    = MINC21.9)  * (((C-MINC21.9  )/MINC21.9  )*100)  - NOT(C9  = MINC21.9  ) * ( 
ABS(C10   = MINC21.10) * (((C-MINC21.10 )/MINC21.10 )*100) - NOT(C10  = MINC21.10 ) * (
.
.
.
ABS(C251=MINC21.251)*(((C-MINC21.251)/MINC.251)*100) - NOT(C251 = MINC21.251) 
))))))))))
 
DLTR does not give me a Rate of Change for 104 bars, but ROST will with 199 bars.
 
I have verified this with the cursor drag method, and the command-C so I know what rate of change should be returning.  Again it works on my easy scan of 913 stocks about half and not on the other half.  I have looked at the PCF and not seen any point where a typo may have occured.  It works on symbols with less bars and more bars.  I  am suspecting there is some kind of data error.
Can anyone help with this?
Topic: Custom Date Sort Across Different Time Frames
Posted: Monday, June 10, 2013 11:56:11 AM

Or allow us to tweak the dates by manually overriding the dates, that way we do not have to flip around in time frames, just give us the % chg for those time periods, and number of days......

Topic: Custom Date Sort Across Different Time Frames
Posted: Monday, June 10, 2013 11:52:27 AM

Thank you, after watching the "Finding Top Performers with Custom Date Sort" and "Seasonality Analysis with Custom Date Sort". that reducing your timeframe down to a weekly or monthly timeframe to do a > 2 year study could produce skewed results.  Could I request that they actually show the correct dates I am selecting in the custom date sort dialog?  Also if they could include the number of days between the two dates?

Topic: Custom Date Sort Across Different Time Frames
Posted: Monday, June 10, 2013 1:10:00 AM

Im seeing some varying % Change when using it under different timeframes.  For instance, if you look up AAPL on a daily chart, from 1/2/13 through 6/7/13, it will produce

 

How is the % Change that appears in the Custom Date Sort dialog box calculated?  For a daily time frame it almost makes sense.  if you change to a weekly then monthly specifying the same date range, it shows different results:

 

AAPL Close 1/2/13 - 549.03

APPL Close 6/7/13 - 441.81

Daily                Weekly                 Monthly

-19.53               -16.17                    -3.00

 

Again using the exact same date range.  Daily is what I expect, but the weekly and monthly % chg, does not produce the same result, even though the custom date sort box shows the same date range.

I'm wondering how they are calculated?

Here's some screen shots

Daily:

Weekly:

Monthly:

Topic: Custom Date Sort strange performance numbers on Morninstar Industry Groups
Posted: Monday, June 10, 2013 12:32:03 AM

Nevermind, I see now the totals of the Morninstar Industry Groups, are not a summation of the % chg of the individual stocks wihin them.  There is something else I noticed about Custom Date Sort and the timeframes its performed on, but I will post that separately....

Topic: Custom Date Sort strange performance numbers on Morninstar Industry Groups
Posted: Friday, June 7, 2013 11:30:51 PM

In trying to measure the performance during a period of time using the custom date sort, I'm seeing some strange results, where the numbers don't add up.  I'm attaching a screen shot.

 

Topic: Scan of entries with a BOP AVG > 40 does not seem to work
Posted: Monday, May 20, 2013 2:47:28 PM

Sorry, I was looking at a 15min chart, it works fine under a daily chart...sorry

Topic: Scan of entries with a BOP AVG > 40 does not seem to work
Posted: Monday, May 20, 2013 2:29:21 PM

I created a scan of IAT, using a condition where I am trying to locate entries whose Average BOP is greater than 40.  My condition is:

AVG(BOP,3) > 40

But this does not appear to create what I would like to see....

Topic: Why do saved column sets not appear in my saved columns?
Posted: Friday, May 3, 2013 3:39:09 PM

If I save a column set in a particular watchlist, then try and use that saved column set in another watchlist, the column set does not appear in the search.....why?

Topic: Horizontal scroll bars in watchlists and scans
Posted: Friday, May 3, 2013 3:24:29 PM

How would you put Watchlist columns in multiples rows?

Are you saying create a duplicate watchlist with the additional rows that cannot be seen?