Difference between Last and Close[0]?

• 03/02/2019 at 2:30 PM #92701
  Wim

  I am at my first step in programming a screener and already puzzled by some confusing results. I am doing some coding and testing on a saturday for an exchange that closed friday. So I would think that Close[0] would give the same price as the standard column “Last” in the screener results window. But no. “Last” is showing the closing price of last friday (as expected), but Close[0] is giving the closing price of thursday when in Daily and Friday one whole week ago when in Weekly. Close[1] is then of course giving the price of 2 days (in Daily) and 2 weeks (in Weekly) ago.

  I tested this with this “exercise” part of code, where I exchanged the display part of the screener command for Close[1] and Gain and stuff.

  // sample screener code - pogramming exercise Gain = (Close[0] - Close[1])/Close[1]*100 SCREENER [Gain > 0](Close[0])

  1 2 3

  // sample screener code - pogramming exercise Gain = (Close[0] - Close[1])/Close[1]*100 SCREENER [Gain > 0](Close[0])

  Probably a foolish beginner mistake, but I cannot find a formal explanation in the manual. Thanks for your “verdict”, Wim

  

  Wim

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  03/02/2019 at 2:51 PM #92703
  robertogozzi

  Do you have end-of-day data?

  

  robertogozzi

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  03/02/2019 at 3:09 PM #92705
  Wim

  Yip. end of day. That’s why I am testing on Saturday.

  

  Wim

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  03/02/2019 at 4:21 PM #92714
  robertogozzi

  On my PRT platform (end-of-day) data are correctly reported, both on Daily and Weekly TF’s.

   

  

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  03/02/2019 at 5:32 PM #92720
  Wim

  Your Daily/Adidas example looks OK. “Last” and “Crite.” (being Close[0]) are both 215.90.

  But your Weekly/Muench example shows different values for “Last” and “Crite.” (being Close[0]), 208.50 resp. 206.4. The latter value being the close of the week before!

  I guess it has to do with the availability of end of day data when using a free subscription. In Daily-mode the Friday-close is available already on Saturday (the next day). In Weekly-mode the Week-close is probably available on Monday (the next week). Will test that Monday morning. How about that idea? Bizar, however, that the column “Last” in ProScreener shows the correct Friday-close as well as the correct Week-close.

  Thanks for testing on your side!

  

  Wim

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  03/02/2019 at 11:10 PM #92735
  Nicolas

  End of day is “end of week” for a weekly timeframe.

  

  Nicolas

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