IBD rel. strength rate simulation in screener

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    jrh_hanjrh_han
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    I want to integrate a “ROC-Index” in my screeners to sort the results.

    Acc. to the IBD strength rate this shall be to ROC of the last 4 quarters, current quarter double weighed:

    ROCQ1 = (close[1] / close[1st day of current quarter] – 1) * 100 * 2

    ROCQ2 = (close[last day of previous quarter] / close[1st day of previous quarter] – 1) * 100 * 1

    etc. ROCQ3 and ROCQ4

    I don’t want to have rolling 3-months-periods but fixed quarters (Jan – Mar / Apr – Jun / Jul – Sep / Oct – Dec).

    Anybody here who could help me how to program this part of a screener?

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IBD rel. strength rate simulation in screener


ProScreener: Market Scanners & Detection

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Forum: ProScreener: Market Scanners & Detection
Language: English
Started: 09/24/2018
Status: Active
Attachments: No files
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