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belairgroup
Posted : Tuesday, September 20, 2005 8:56:27 PM
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well the monster formula needs to be modified. please teach me how to make a pcf or scan that retrieves stocks that have either risen or fallen 10% before noon east coast time (est). in addition i need to export the list of stocks and their closing price and their opening price.
Craig_S
Posted : Tuesday, September 20, 2005 11:42:23 PM


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The only way you could do this would be to download at 12:20 EST. You could then scan based on this PCF:

Absolute Change

ABS(C-C1)/C1*100

Set to VALUES of 10 to MAX

- Craig
Here to Help!
belairgroup
Posted : Wednesday, September 21, 2005 12:07:15 AM
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i agree about the download at 12:20 or so. is there a automatic/macro feature available. and,
what about ((ABS(H - O)/O >= .1) + (ABS(H1 - O1) /O1>= .1)?
belairgroup
Posted : Wednesday, September 21, 2005 12:40:45 AM
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or ((ABS(H - O) / O * 100))

but this limits the set to values to the highest percent found in the market. right?
Craig_S
Posted : Wednesday, September 21, 2005 12:54:34 AM


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There is no way to automate the download in the program.

Do you want the move to be from the close yesterday or from the open today? Basically, do you want gaps included or ignored?

If you want it from the open then:

ABS(H-O)/O*100

from the close yesterday

ABS(H-C1)/C1*100

- Craig
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belairgroup
Posted : Wednesday, September 21, 2005 10:46:24 AM
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if one were to upgrade to Platinum and keep the watchlist on a scan, then would stocks meeting the conditions appear automatically and in real time. that is, would the list change automatically without an update?
Craig_S
Posted : Wednesday, September 21, 2005 10:48:15 AM


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EasyScans at the Platinum level are based on downloaded data like Gold.

There are RT sorts and RT indicator sorting at the Platinum level.

- Craig
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belairgroup
Posted : Wednesday, September 21, 2005 10:56:42 AM
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so no continuous updating?
belairgroup
Posted : Wednesday, September 21, 2005 11:10:16 AM
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oh, i guess the updating is the downloading. so a constant downloading/updating is required. right?
Doug_H
Posted : Wednesday, September 21, 2005 11:41:43 AM


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To update a scan, you would need to do a 20 minute delayed download. All EasyScans are based on the downloaded data, not the realtime streaming data.

- Doug
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belairgroup
Posted : Wednesday, September 21, 2005 12:46:02 PM
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i have made a new easy scan

condition 1). capitalization VALUE of 50M to MAX
condition 2). PCF avg250 VALUE of 100k to MAX
condition 3). modified monster PCF with ((ABS(H - O) / O * 100 >= 10) + (ABS(H1 - O1) / O1 * 100 >= 10) + (ABS(H2 - O2) / O2 * 100 >= 10)
repeated until ABS(H243 - O243) / O243 * 100 >= 10) + (ABS(H244 - O244) / O244 * 100 >= 10)) * ( - 1) VALUE OF 6 TO MAX

condition 4). PCF ((ABS(H - O) / O >= .1))

i would like to retrieve all stocks who have realized a +-daily 10% fluctuation (not necessarily the closing price) before noon pacific time and who have realized such fluctuation at least 6 times in the past.

the problem is i want the fluctuation to be time constrained before noon and the monster pcf does not meet that constraint.
belairgroup
Posted : Wednesday, September 21, 2005 1:08:34 PM
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indeed, the formula might require

(ABS(H - O) / O * 100 >= 10)AND (ABS(L-O)/O*100>=10).

please advise.
Doug_H
Posted : Wednesday, September 21, 2005 1:13:48 PM


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From your last post, I'm reading it to mean that you want at least 6 fluctuations of at least 10%, but the fluctuations must have occurred prior to noon on the days they occurred.

There is no way to set up a PCF to look back at a day in the past to find out whether a condition was met before noon.

- Doug
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belairgroup
Posted : Wednesday, September 21, 2005 1:30:09 PM
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so forget about the noon constraint. yes, at least 6 fluctuations of >= 10% (whether negative or positive).

the pcf is not retrieving negative fluctuations. does the formula need to refer to the Low? thanks doug. where craig today?
belairgroup
Posted : Wednesday, September 21, 2005 1:37:14 PM
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that's 6 fluctuations of <>+10%
belairgroup
Posted : Wednesday, September 21, 2005 1:38:57 PM
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I MEAN <>=10%
Craig_S
Posted : Wednesday, September 21, 2005 5:32:00 PM


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((ABS(H - O) / O >= .1))

Let's take a step back and look at this.

Can H ever be less than O? No.

You don't need the ABS.

(H-O)/O >=.1

Now to cover moves from the open to the low:

(L-O)/O >=(-0.1)

The low cannot be higher than the open so this will always be 0 or less.

Tying them together:

((H-O)/O >=.1) OR ((L-O)/O >=(-0.1))


We've covered, in our many other threads, that we cannot scan for moves JUST before noon except for the recent bar IF we update at 12:20.

Does that help?

- Craig
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belairgroup
Posted : Wednesday, September 21, 2005 6:50:05 PM
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yes it helps. i figured that much out in as much i added the OR statement as a pcf and fourth condition to the easyscan; however, does the monster pcf (the third condition of the easyscan) require the OR statement in order to include stocks realizing <=10% intraday downturn in the trailing twelve months?
Craig_S
Posted : Wednesday, September 21, 2005 6:51:19 PM


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The monster looks at the ABSOLUTE change so positive or negative it matters not.

ABS(C-C1)/C1

That is what you are using, right?

- Craig
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belairgroup
Posted : Wednesday, September 21, 2005 6:58:43 PM
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((ABS(H - O) / O * 100 >= 10) + (ABS(H1 - O1) / O1 * 100 >= 10) repeated until
(ABS(H243 - O243) / O243 * 100 >= 10) + (ABS(H244 - O244) / O244 * 100 >= 10)) * ( - 1)
as an easyscan third condition with VALUE set to 6 to MAX

does the order of conditions matter?
Craig_S
Posted : Wednesday, September 21, 2005 7:32:51 PM


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I think we are getting lost and need to take a step back.

In plan words (not formulas) state what you want to see happen at least 6 times or more in the last year.

- Craig
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belairgroup
Posted : Wednesday, September 21, 2005 7:37:34 PM
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sound advice. thank you. i am try to filter/scan for all stocks that have either risen >= 10% intraday or fallen more the 10% intraday - within the past twelve months.

with ((ABS(O - L) / O >= ( .1))) OR ((ABS(H - O) / O >= .1)) being the formula filter for the actual day at noon.

please note the O-L in ABS.
Craig_S
Posted : Wednesday, September 21, 2005 8:35:49 PM


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The measure of intraday moves is the daily range.

The lowest point is the low, the highest is the high.

You want a daily trading range of at least 10%.

(H-L)/L>=.1

No ors, no ands.

Use this template with the monster and you should be set. Let me know if you have any problems:

(here is a 3-day version)

(((H-L)/L>=.1)+((H1-L1)/L1>=.1)+((H2-L2)/L2>=.1))*(-1)

- Craig
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belairgroup
Posted : Wednesday, September 21, 2005 9:08:54 PM
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what if the stock started at 1 went to 1.05 and then dropped to .95, then it would be included in the item count when it shouldn't because the spread between the open and the high (and low) is not 10%.

craig, this getting to complicated, too frustrating and too time consuming let's drop this topic and maybe start other.

thank you sir.
Craig_S
Posted : Wednesday, September 21, 2005 9:14:31 PM


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It did have a 10% move that day when it moved from the high to the low... Remember the open is only the first trade of the day.

- Craig
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belairgroup
Posted : Wednesday, September 21, 2005 9:16:53 PM
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ok
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