Proscreener for a specific date

Forums ProRealTime English forum ProScreener support Proscreener for a specific date

Viewing 6 posts - 1 through 6 (of 6 total)
  • #182920

    Hi

    I wound if there is a smart way to run a screener for a specific date, eg. 20201201.
    I want to do get a list of what ROC[60] my defined shares had on a specific date.

    #182952

    There you go (but you can’t go backwards more than 254 bars with IG):

     

    #182993

    Thank you robertogozzi (Is it ok to refer like this?)

    I guess I was a bit unclear of my need.
    Your solution seems to give me all shares that had a greater ROC on a specific date compared to the latest ROC.

    What I wanted was:
    – On specific date, say latest date for a quarter, eg. 20210930
    – A list of ROC(60) for the top shares during that quarter: 202107 – 202109

    Then I want to do the same for the previous quarter, from 20210630 and so on.

    I am trying to manually backtest a momentum strategi but perhaps there is smarter ways to do this automatically?
    Though I also want to visually see how the graph look like for the top shares.

    BTW: Can you tell me more about the limitation “you can’t go backwards more than 254 bars with IG”.
    Why is that? Is there any more limitations like this with IG?

    -Erik

     

    #182996

    254 bars are the maximum lookback number of candles that you can scan.

    That is you can refer, at most, say CLOSE[253], or use an Exponential average with no more than about 80-85 periods.

    On a 1-minute chart you can access only the last 254 (0-253) minutes, on a Daily chart it’s 254 trading days. If you combine more TFs, the lowest TF sets the lookback period, so a screener cannot use both the Daily and 1-minute TF as a day is made of 1440 1-minute bars, way too many!

    If you have access to PRT premium then the limit is now 1024 bars.

    To check between a starting and an ending period you need two dates, not just one.

    1 user thanked author for this post.
    #183023

    And this is what I have come up with. Any comments robertogozzi?

     

    #183082

    The logic seems correct.

     

    1 user thanked author for this post.
Viewing 6 posts - 1 through 6 (of 6 total)

Create your free account now and post your request to benefit from the help of the community
Register or Login