Possible bug using summation in screener

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

  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

  200 day moving average rises continuously for 55 days

  ma200=average[200] c1 = summation[55](ma200>ma200[1])=55 Screener [c1]

  1 2 3 4 5

  ma200=average[200]   c1 = summation[55](ma200>ma200[1])=55   Screener [c1]

   

  but no results with this code

  test that 200 day moving average has continuously risen for 56 days

  ma200=average[200] c1 = summation[56](ma200>ma200[1])=56 Screener [c1]

  1 2 3 4 5

  ma200=average[200]   c1 = summation[56](ma200>ma200[1])=56   Screener [c1]

   

  Am I missing something obvious here?

   

  Thanks,

  David

  

  David R

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  01/08/2018 at 3:13 AM #57659
  Nobody

  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

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  David R

  

  Nobody

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  01/08/2018 at 3:57 AM #57660
  David R

  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.

   

  🙂

   

  

  David R

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

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

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  David R

  

  Nicolas

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  01/08/2018 at 12:12 PM #57696
  David R

  Thanks Nicolas, that makes sense 🙂

  

  David R

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