Gaps in stock prices - Trading Software

Gaps in stock prices

Glen
2018-02-25 00:20:04

Hi Quantshare,

Just a question as I am trying to work out the best way to avoid a stock if it has gapped up/down by a significant amount in a past period.

At the moment I am using the following code:

Rule1 = (GapSize(30)) >= (0);

I assume this code means been that there are no gaps (0) in the last 30 days. Is this the correct code? Is it also possible to quantify what size the GapSize is in the lookback period?

Thanks very much for your help.

Last Gap Up/Gap Down Price Size (by Tom Huggens, uploaded several months ago)

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QuantShare
2018-02-25 05:11:05

The rule you used should return stocks that either had a gap up or no gap at all (=0)
I suggest you use that function and plot it in a chart to better understand it and have a visual confirmation.

Also please read the item description again as that item was not created by QuantShare team but rather shared by one of our members.

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