Rabu, 25 Mei 2011

[smf_addin] Digest Number 1838

Messages In This Digest (10 Messages)

1a.
Re: Sector for ETF? From: Ron Spruell
2a.
x days moving average From: Jacob Jose
2b.
Re: x days moving average From: Randy Harmelink
2c.
Re: x days moving average From: Jacob Jose
2d.
Re: x days moving average From: Randy Harmelink
2e.
Re: x days moving average From: Ron Spruell
2f.
Re: x days moving average From: Randy Harmelink
2g.
Re: x days moving average From: Ron Spruell
2h.
Re: x days moving average From: Jacob Jose
2i.
Re: x days moving average From: Randy Harmelink

Messages

1a.

Re: Sector for ETF?

Posted by: "Ron Spruell" hashky@yahoo.com   hashky

Tue May 24, 2011 5:34 am (PDT)



Just be aware that Yahoo Sectors, Morningstar Sectors, and S&P Sectors are all different.

________________________________
From: KonfusedDesi <mohandesai@yahoo.com>
To: smf_addin@yahoogroups.com
Sent: Monday, May 23, 2011 7:30 PM
Subject: [smf_addin] Sector for ETF?

 
Is there any of retrieving Sector information for an ETF?

2a.

x days moving average

Posted by: "Jacob Jose" pepecan47@yahoo.ca   pepecan47

Tue May 24, 2011 9:51 am (PDT)



How can I get the 50 days moving average of a stock? I tried

=AVERAGE(RCHGetYahooHistory(A1,,,,,,,,"C",0,1,,50,1))
 
without success.
Regards,
Jose L. Jacob
2b.

Re: x days moving average

Posted by: "Randy Harmelink" rharmelink@gmail.com   rharmelink

Tue May 24, 2011 10:07 am (PDT)



That works for me. How was it not successful for you?

On Tue, May 24, 2011 at 9:50 AM, Jacob Jose <pepecan47@yahoo.ca> wrote:

>
> How can I get the 50 days moving average of a stock? I tried
>
> =AVERAGE(RCHGetYahooHistory(A1,,,,,,,,"C",0,1,,50,1))
>
> without success.
>
>
2c.

Re: x days moving average

Posted by: "Jacob Jose" pepecan47@yahoo.ca   pepecan47

Tue May 24, 2011 11:31 am (PDT)



The value in my calculation doesn't match the Barchart value:

IBM, formula 50dma 164.93    Barchart 165.09

IBM, formula 200dma 148.62  Barchart 148.81

But maybe I should wait until after today's close to do the compare?

 Regards,
Jose L. Jacob

________________________________
From: Randy Harmelink <rharmelink@gmail.com>
To: smf_addin@yahoogroups.com
Sent: Tue, May 24, 2011 1:07:56 PM
Subject: Re: [smf_addin] x days moving average

 
That works for me. How was it not successful for you?

On Tue, May 24, 2011 at 9:50 AM, Jacob Jose <pepecan47@yahoo.ca> wrote:

>
>How can I get the 50 days moving average of a stock? I tried
>
>=AVERAGE(RCHGetYahooHistory(A1,,,,,,,,"C",0,1,,50,1))

>without success.
>

2d.

Re: x days moving average

Posted by: "Randy Harmelink" rharmelink@gmail.com   rharmelink

Tue May 24, 2011 12:05 pm (PDT)



Or you could do something like:

=AVERAGE(RCHGetYahooHistory(B4,,,,,,,,"A",0,,,49,1),RCHGetYahooQuotes(B4,"l1"))

On Tue, May 24, 2011 at 11:31 AM, Jacob Jose <pepecan47@yahoo.ca> wrote:

>
> The value in my calculation doesn't match the Barchart value:
>
> IBM, formula 50dma 164.93 Barchart 165.09
>
> IBM, formula 200dma 148.62 Barchart 148.81
>
> But maybe I should wait until after today's close to do the compare?
>
2e.

Re: x days moving average

Posted by: "Ron Spruell" hashky@yahoo.com   hashky

Tue May 24, 2011 1:34 pm (PDT)



Randy -

At one time you told me to calculate my own moving averages.  I now do that using $A$6 as the ticker, and have a 2 column array.  This gets the daily closing price, then I use that to calculate the moving averages.  I calculate the 8-day, 20-day, 50-day, 75-day, and 200-day moving average.

 =RCHGetYahooHistory($A$6,YEAR(TODAY()-720),MONTH(TODAY()-720),DAY(TODAY()-720),YEAR
(TODAY()),MONTH(TODAY()),DAY(TODAY()),,"DC",,,1)

When I checked my calculations for accuracy vs. Market Browser, I found that I had to use the unadjusted close.  The adjusted close would not match their calculations.  Market Browser also only used the closing price of the day before so l1 would not work.

Maybe Market Browser is calculating it inaccurately.  I don't know.  But, my calculations now match. 

Could this possibly be the error giving the difference in price?

Ron

________________________________
From: Randy Harmelink <rharmelink@gmail.com>
To: smf_addin@yahoogroups.com
Sent: Tuesday, May 24, 2011 2:04 PM
Subject: Re: [smf_addin] x days moving average

 
Or you could do something like:

=AVERAGE(RCHGetYahooHistory(B4,,,,,,,,"A",0,,,49,1),RCHGetYahooQuotes(B4,"l1"))

On Tue, May 24, 2011 at 11:31 AM, Jacob Jose <pepecan47@yahoo.ca> wrote:

>
>The value in my calculation doesn't match the Barchart value:

>IBM, formula 50dma 164.93    Barchart 165.09

>IBM, formula 200dma 148.62  Barchart 148.81

>But maybe I should wait until after today's close to do the compare?
>

2f.

Re: x days moving average

Posted by: "Randy Harmelink" rharmelink@gmail.com   rharmelink

Tue May 24, 2011 2:46 pm (PDT)



I'd be very concerned if MarketBrowser was using unadjusted prices for their
charting. A good check would be to find a stock (or ETF) that has a large
distribution and see if you can spot it on their charts.

On Tue, May 24, 2011 at 1:34 PM, Ron Spruell <hashky@yahoo.com> wrote:

>
> At one time you told me to calculate my own moving averages. I now do that
> using $A$6 as the ticker, and have a 2 column array. This gets the daily
> closing price, then I use that to calculate the moving averages. I
> calculate the 8-day, 20-day, 50-day, 75-day, and 200-day moving average.
>
>
> =RCHGetYahooHistory($A$6,YEAR(TODAY()-720),MONTH(TODAY()-720),DAY(TODAY()-720),YEAR
> (TODAY()),MONTH(TODAY()),DAY(TODAY()),,"DC",,,1)
>
> When I checked my calculations for accuracy vs. Market Browser, I found
> that I had to use the unadjusted close. The adjusted close would not match
> their calculations. Market Browser also only used the closing price of the
> day before so l1 would not work.
>
> Maybe Market Browser is calculating it inaccurately. I don't know. But,
> my calculations now match.
>
> Could this possibly be the error giving the difference in price?
>
>
2g.

Re: x days moving average

Posted by: "Ron Spruell" hashky@yahoo.com   hashky

Tue May 24, 2011 5:15 pm (PDT)



Randy -

I hope the summary table appears OK.  Skip to the bottom to see.  It doesn't matter on what you use for shorter periods.  Yahoo is slow about adjusting their prices.

It is now 5:15 PM here. 

Yahoo has not updated yet.

Market Browser has updated
I don't know if stockchats.com has updated.

SPY 200-day MA
stockcharts.com    123.42
Market Browser   124.1765
=AVERAGE(RCHGetYahooHistory(A1,,,,,,,,"C",0,1,,200,1))
123.72

=AVERAGE(RCHGetYahooHistory(B4,,,,,,,,"A",0,,,199,1),RCHGetYahooQuotes(B4,"l1"))
123.17
=AVERAGE(RCHGetYahooHistory(B4,,,,,,,,"C",0,,,199,1),RCHGetYahooQuotes(B4,"l1"))
124.1753

=RCHGetYahooHistory($A$6,YEAR(TODAY()-720),MONTH(TODAY()-720),DAY(TODAY()-720),YEAR
(TODAY()),MONTH(TODAY()),DAY(TODAY()),,"DC",,,1)
5/23/2011
124.14

Manually adding in "l1"
124.17525

Randy -

It is now 5:15 PM here. 
Yahoo has not updated yet.
Market Browser has updated
I don't know if stockchats.com has updated.

SPY 200-day MA
stockcharts.com    123.42
Market
Browser   124.1765

Equation
1:
=AVERAGE(RCHGetYahooHistory(A1,,,,,,,,"C",0,1,,200,1))
123.72

Equation
2:
=AVERAGE(RCHGetYahooHistory(B4,,,,,,,,"A",0,,,199,1),RCHGetYahooQuotes(B4,"l1"))
123.17

Equation
3:
=AVERAGE(RCHGetYahooHistory(B4,,,,,,,,"C",0,,,199,1),RCHGetYahooQuotes(B4,"l1"))
124.1753

Equation 4:
=RCHGetYahooHistory($A$6,YEAR(TODAY()-720),MONTH(TODAY()-720),DAY(TODAY()-720),YEAR
(TODAY()),MONTH(TODAY()),DAY(TODAY()),,"DC",,,1)
5/23/2011
124.14

5/24/11
Manually
adding in "l1"
124.17525

200-day Moving Average

05/23/11 05/24/11
Market Browser


124.18
StockCharts*


123.42
Equation 1 Yahoo Close 123.72

Equation 2 Yahoo Adj Close
123.17
Equation 3 Yahoo Close
124.18
Equation 4 Yahoo Close 124.14 124.18

________________________________
From: Randy Harmelink <rharmelink@gmail.com>
To: smf_addin@yahoogroups.com
Sent: Tuesday, May 24, 2011 4:46 PM
Subject: Re: [smf_addin] x days moving average

 
I'd be very concerned if MarketBrowser was using unadjusted prices for their charting. A good check would be to find a stock (or ETF) that has a large distribution and see if you can spot it on their charts.

On Tue, May 24, 2011 at 1:34 PM, Ron Spruell <hashky@yahoo.com> wrote:

>
>At one time you told me to calculate my own moving averages.  I now do that using $A$6 as the ticker, and have a 2 column array.  This gets the daily closing price, then I use that to calculate the moving averages.  I calculate the 8-day, 20-day, 50-day, 75-day, and 200-day moving average.
>
>
>
> =RCHGetYahooHistory($A$6,YEAR(TODAY()-720),MONTH(TODAY()-720),DAY(TODAY()-720),YEAR
>(TODAY()),MONTH(TODAY()),DAY(TODAY()),,"DC",,,1)
>
>
>When I checked my calculations for accuracy vs. Market Browser, I found that I had to use the unadjusted close.  The adjusted close would not match their calculations.  Market Browser also only used the closing price of the day before so l1 would not work.
>
>
>
>Maybe Market Browser is calculating it inaccurately.  I don't know.  But, my calculations now match. 
>
>
>
>Could this possibly be the error giving the difference in price?
>
>

2h.

Re: x days moving average

Posted by: "Jacob Jose" pepecan47@yahoo.ca   pepecan47

Tue May 24, 2011 5:36 pm (PDT)



Randy, what is
=AVERAGE(RCHGetYahooHistory(B4,,,,,,,,"A",0,,,49,1),RCHGetYahooQuotes(B4,"l1"))
exactly doing?

This is what I think: During the day, is taking historical prices from 1 to 49,
being "element 1" yesterday's close. Then you add "l1", that is current price,
and take the average of the 50 elements. It seems it will work well from 9:30am
to 4:00pm.

After 4:00pm, at some point, "element 1" will be the closing price that will be
the same as "l1", then we are taking 49 elements plus "element 1" twice.
 
Does my reasoning make sense to you?
Regards,
Jose L. Jacob

________________________________
From: Randy Harmelink <rharmelink@gmail.com>
To: smf_addin@yahoogroups.com
Sent: Tue, May 24, 2011 3:04:38 PM
Subject: Re: [smf_addin] x days moving average

 
Or you could do something like:

=AVERAGE(RCHGetYahooHistory(B4,,,,,,,,"A",0,,,49,1),RCHGetYahooQuotes(B4,"l1"))

On Tue, May 24, 2011 at 11:31 AM, Jacob Jose <pepecan47@yahoo.ca> wrote:

>
>The value in my calculation doesn't match the Barchart value:
>
>IBM, formula 50dma 164.93    Barchart 165.09
>
>IBM, formula 200dma 148.62  Barchart 148.81
>
>But maybe I should wait until after today's close to do the compare?
>

2i.

Re: x days moving average

Posted by: "Randy Harmelink" rharmelink@gmail.com   rharmelink

Tue May 24, 2011 6:21 pm (PDT)



You are correct, you would need to use the original formula once historical
quotes have been updated for the data, and revert back to the formula below
if you wanted an intra-day 50-day moving average.

On Tue, May 24, 2011 at 5:36 PM, Jacob Jose <pepecan47@yahoo.ca> wrote:

>
> Randy, what is
>
> =AVERAGE(RCHGetYahooHistory(B4,,,,,,,,"A",0,,,49,1),RCHGetYahooQuotes(B4,"l1"))
> exactly doing?
>
> This is what I think: During the day, is taking historical prices from 1 to
> 49, being "element 1" yesterday's close. Then you add "l1", that is current
> price, and take the average of the 50 elements. It seems it will work well
> from 9:30am to 4:00pm.
>
> After 4:00pm, at some point, "element 1" will be the closing price that
> will be the same as "l1", then we are taking 49 elements plus "element 1"
> twice.
>
> Does my reasoning make sense to you?
>
>
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