Possible bug using summation in screener

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01/08/2018 at 2:34 AM #57657 quote
David R
Participant

New
Hi all,

I’m just starting out using PRT so apologies if I’m missing something obvious here. I’ve been building a simple screener and wanted to include a test to see that the 200 day moving average had been going up continuously for a period to establish the share was in an uptrend. I’ve tried a few different timeframes and noticed that I no stocks passed the screening if I tested for 60 days but I get hundred of results at 55 days. I ended up finding that the screener would return no results if I used 56 days.

So, testing on both Australian Stocks and UK stocks, I get hundreds of results with this code
```
ma200=average[200]

c1 = summation[55](ma200>ma200[1])=55

Screener [c1]
```
but no results with this code
```
ma200=average[200]

c1 = summation[56](ma200>ma200[1])=56

Screener [c1]
```
Am I missing something obvious here?

Thanks,

David
01/08/2018 at 3:13 AM #57659 quote

Nobody
Participant

Veteran

i could be wrong but i think there is a year limit on lookback and 200 plus 55 days is a trading day year from memory so that would explain why 55 is the limit

David R thanked this post

01/08/2018 at 3:57 AM #57660 quote

David R
Participant

New

Thanks, that makes sense and I think you’re correct. I just changed it to a 100 day moving average and that shifted the threshold from 55 days to 155 days.

🙂

01/08/2018 at 11:40 AM #57687 quote

Nicolas
Keymaster

Legend

ProScreener has a limitations of 256 bars lookback. In your second code example you are looking at a 257th one which doesn’t exist.

David R thanked this post

01/08/2018 at 12:12 PM #57696 quote

David R
Participant

New

Thanks Nicolas, that makes sense 🙂
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Possible bug using summation in screener

ProScreener: Market Scanners & Detection

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David R @tiggz0r Participant

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Topic Details

Forum:	ProScreener: Market Scanners & Detection
Language:	English
Started:	01/08/2018
Status:	Active
Attachments:	No files