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),RCHGetYaho oQuotes(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),RCHGetYaho oQuotes(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$6,YEAR( TODAY()-720) ,MONTH(TODAY( )-720),DAY( TODAY()-720) ,YEAR
> (TODAY()),MONTH(TODAY()), DAY(TODAY( )),,"DC", ,,1)
>
> When I checked my calculations for accuracy vs. Market Browser, I found
> that I had to use the unadjusted close. The adjusted close would not match
> their calculations. Market Browser also only used the closing price of the
> day before so l1 would not work.
>
> Maybe Market Browser is calculating it inaccurately. I don't know. But,
> my calculations now match.
>
> Could this possibly be the error giving the difference in price?
>
>
- 2g.
-
Re: x days moving average
Posted by: "Ron Spruell" hashky@yahoo.com hashky
Tue May 24, 2011 5:15 pm (PDT)
Randy -
I hope the summary table appears OK. Skip to the bottom to see. It doesn't matter on what you use for shorter periods. Yahoo is slow about adjusting their prices.
It is now 5:15 PM here.
Yahoo has not updated yet.
Market Browser has updated
I don't know if stockchats.com has updated.
SPY 200-day MA
stockcharts.com 123.42
Market Browser 124.1765
=AVERAGE(RCHGetYahooHistory( A1,,,,,,, ,"C",0,1, ,200,1))
123.72
=AVERAGE(RCHGetYahooHistory( B4,,,,,,, ,"A",0,,, 199,1),RCHGetYah ooQuotes( B4,"l1"))
123.17
=AVERAGE(RCHGetYahooHistory( B4,,,,,,, ,"C",0,,, 199,1),RCHGetYah ooQuotes( B4,"l1"))
124.1753
=RCHGetYahooHistory($A$6,YEAR( TODAY()-720) ,MONTH(TODAY( )-720),DAY( TODAY()-720) ,YEAR
(TODAY()),MONTH(TODAY()), DAY(TODAY( )),,"DC", ,,1)
5/23/2011
124.14
Manually adding in "l1"
124.17525
Randy -
It is now 5:15 PM here.
Yahoo has not updated yet.
Market Browser has updated
I don't know if stockchats.com has updated.
SPY 200-day MA
stockcharts.com 123.42
Market
Browser 124.1765
Equation
1:
=AVERAGE(RCHGetYahooHistory( A1,,,,,,, ,"C",0,1, ,200,1))
123.72
Equation
2:
=AVERAGE(RCHGetYahooHistory( B4,,,,,,, ,"A",0,,, 199,1),RCHGetYah ooQuotes( B4,"l1"))
123.17
Equation
3:
=AVERAGE(RCHGetYahooHistory( B4,,,,,,, ,"C",0,,, 199,1),RCHGetYah ooQuotes( B4,"l1"))
124.1753
Equation 4:
=RCHGetYahooHistory($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),RCHGetYaho oQuotes(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),RCHGetYaho oQuotes(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),RCHGetYaho oQuotes(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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