recent 52 week low - Trading Software

recent 52 week low

allan nathan
2019-02-20 16:36:15

Hi,
I don't see how to come up with an offset for a 52 week low...

I would like one of my filters to be a 52 week low in the last 14 days

Do I need to use the Barssince ??

thanks,

Allan

QuantShare
2019-02-21 04:20:22

If you want to find a stock that had a 52 week low at least once in the last 14 days, use:

a = close == llv(close, 250);
filter = hhv(a, 14);

allan nathan
2019-02-21 10:16:47

I am a bit confused by the HHV(a,14)

Does that mean the filter is the highest llv(close,250) over the last 14 days? So if there were four 52 week lows within the last 14 days,the filter would reference the highest LLV?

I tested it with 2 formulas.The first one appears to work as expected

buy =filter and cross(close,sma(close,10));

The second one had results that I could not visually verify...It doesn't appear to work.

buy =close > filter and cross(close,sma(close,10));

Any help appreciated

Allan

QuantShare
2019-02-22 06:11:18

It is not the highest llv but rather the highest (llv == close). Since (llv == close) will return either 1 or 0, the fitness will check the past 14 bars and if 1 is found (highest) then 1 is returned (This means that the stock has a 52 week low at least once in the last 14 days).

If you plot this on a chart, you can see how it works.
Plot "a" then plot" fitness".

allan nathan
2019-02-22 11:26:03

Did you mean plot "filter" as opposed to "fitness"???

Your explanation was very helpful

Thanks,

Allan

QuantShare
2019-02-23 05:58:45

Yes, I was referring to the "filter" variable.

Get more messages

No more messages

Back


Trading Items High to low stock pattern for the close price Average Open-to-Close Return per Day of Week Week of Month High Low Chart - Drawing Item Low Risk Entry (BULLISH)	How-to Lessons How to quickly download the most recent EOD data for your stocks How to draw an horizontal segment line using QS language How to plot a stock using different periods in the same chart How to optimize a neural network using a genetic algorithm How to use the Fibonacci retracement drawing tool
Related Forum Threads Investing using the 52 week high-52 week low strategy Previous day high and low in in intraday chart trend line stick to high and low System to alert whenever any stock reaches a 52 week high or low? Highest high and Lowest low difference intraday chart	Blog Posts How to filter quotes data from high and low price spikes Fundamental Stock Analysis: Rank stocks based on a valuation rati... How to predict and trade the stock market using pivot points 9 mistakes you should avoid when backtesting an end-of-day stock ... Buy the best/top rated stocks or how to create powerful rank base...