check the instruments returned are current?

Philippo · Mon, 01 Jan 2018 17:52:51 +0000

Hi, in my screener I have a proportion of results which are valid according to the criteria, but are not current. The last value should be from say Friday 29th December 2017, but some of the results I get the instrument stopped trading in July. Clearly no use if I wish to trade it! It would be good to filter out the instruments which show no bars in this month. Maybe more accurate would be to show only instruments which have bars for today, though this might pose a problem when running the screener on a non trading day (weekend or public holiday). Thx P

This topic has 3 replies, 2 voices, and was last updated 6 years ago by Nicolas.

Viewing 4 posts - 1 through 4 (of 4 total)

01/01/2018 at 6:52 PM #57017

Philippo

Hi, in my screener I have a proportion of results which are valid according to the criteria, but are not current. The last value should be from say Friday 29th December 2017, but some of the results I get the instrument stopped trading in July. Clearly no use if I wish to trade it!

It would be good to filter out the instruments which show no bars in this month. Maybe more accurate would be to show only instruments which have bars for today, though this might pose a problem when running the screener on a non trading day (weekend or public holiday).

Thx

P

Philippo
Participant

Topics: 20
Replies: 30
Been thanked: 2 times

01/08/2018 at 12:03 PM #57692

Nicolas

Could you please share with us an example of this behavior? As I don’t understand clearly the question/request. Thank you.

Nicolas
Keymaster

Topics: 81
Replies: 20828
Been thanked: 4738 times

01/22/2018 at 7:50 PM #60213

Philippo

Hi Nicolas,

an example would be that my CCI screener returns a match on the instrument “FSS” Short sterling Dec 20. If you look it up you should see what I see, this actually refers to 20 Dec 2016 and the last date for trading was 20/12/2016.

Its no use to me, I cannot trade it, it’s past.

So I would like to filter these non results in some way.

I thought that at least one could try to test if the last bar belonged to today, there could be limitations if the screener was run on a weekend, but then we should really be doing better things with our weekend right?

Cheers

Philip

Philippo
Participant

Topics: 20
Replies: 30
Been thanked: 2 times

01/23/2018 at 11:11 AM #60295

Nicolas

You can refine conditions that happen today with:

test = today=date

1

test = today=date

But it would be much easier if you could share you code.

Nicolas
Keymaster

Topics: 81
Replies: 20828
Been thanked: 4738 times
Author

Posts

Viewing 4 posts - 1 through 4 (of 4 total)

Find exclusive trading pro-tools on