feltburner |
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Sunday, January 16, 2005 |
Tuesday, November 20, 2018 12:17:27 PM |
72 [0.02% of all post / 0.01 posts per day] |
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that worked great, thanks Bruce!
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I've run into this problem for ages (and probably asked about it a decade ago), but how do I keep non-existent (blank chart) symbols from my easyscans? Recent examples are LBND and IPOA. I build several watchlists, most of which include a volume filter (both daily and weekly) to ensure a minimum level of trading liquidity. I then backtest various strategies upon these watchlists using StockFinder. The backtest often gets caught up/freezes on a symbol which, when checked, does not appear to exist.
Somehow these symbols show price and volume in data columns despite not existing, so they still appear in easyscans that filter for price/volume. Is there some way (other than reporting each name individuallly to support for removal) to eliminate these names from scans?
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StockFinder currently lists 510 stocks in the S&P500 components watchlist. As an example, LVHD is listed as a component though it definitely isn't. Can anyone clean up the various index watchlists? Also, I'm not sure whether it happens with Stockfinder as often, but Telechart frequently has dead symbols that somehow still screen up despite having no volume or price associated with them.
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Exactly like that. Thanks for the always excellent work.
-Bruce
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Is it possible to plot a simple sine wave in Stockfinder? The purpose would be use it as a way to trend-adjust other indicators by doing a comparison plot of an indicator with a one-period MA of the sine wave which could then be user-adjusted via the offset parameters in the MA edit box.
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Thanks Bruce.
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Part of the realcode for the first indicator (which would draw upon a file named SP-500.csv) reads:
Dim reader As New MarketDataReader(Me.CurrentSymbol & ".csv")
Would I change that in the 2nd indicator (to read from a file named SP-500$1.csv):
Dim reader As New MarketDataReader(Me.CurrentSymbol & "$1.csv") ?
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I have a layout which includes an indicator derived from external data (as explained in a great video tutorial referenced in a prior discussion topic - http://forums.worden.com/default.aspx?g=posts&t=53230 ).
Tech support had mentioned in passing that it would be possible to have a second external data series plotted as a second, separate indicator for the same symbol, but I am not sure how that could be done, as you can't have two files with the same name (such as SP-500.csv).
Could you please explain how I can have two different external data sets plotted as separate indicators?
Thanks,
Bruce V.
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I now have two working correlation indicators (5 day and 15 day); they are not as convenient as the Block Correlation, where I could edit time period in either the edit screen or in the block diagram (and did not require the clutter of standard deviation and covariance indicators) but they work and survive layout reopenings whereas the others did not.
Two smaller issues remain:
1.) why do the price standard deviations start to diverge from excel's numbers beyond the most recent dates while the standard deviations of indicator numbers match perfectly throughout all dates? I have checked going back to 4/30/14 (I would think that is far enough back for 15-day standard deviation and correlation calculations), and all dates and prices match stockfinder's data exactly. This certainly isn't your problem, as the program is doing what it is supposed to, but if you have any thoughts I'd love to hear them.
2.) why was your stochastics correlation indicator (from http://forums.worden.com/default.aspx?g=posts&t=51335 ) able to survive layout closing/reopening, but edited versions of that (both mine and tech support's) either couldn't survive layout closing or returned incorrect data?
Thanks for your help and any further thoughts you may have. I have shared an updated version of the layout with the working correlation indicators if that helps in any way.
- Bruce
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That did it - It now shows and also matches identically the built-in 15period standard deviation numbers (which matched the excel numbers from 6/18 back to 6/12 before the excel numbers start to differ); even though both the excel spreadsheet and stockfinder have matching dates and prices they start to spew out different standard deviation values as I go backward from current date. Very odd.
Thanks!
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