Rank screener based on the variables

Forums ProRealTime English forum ProScreener support Rank screener based on the variables

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  • #148275

    I would like to rank a securities list according to two criteria.

    Example:

    I have the two criteria

    – Return of the last three months and
    – historical vola of the last 20 days

    The ranking should be based on the formula:

    rank = 60% of return last 3 months and 40% of historical vola last 20 days

    Is there a possibility to normalise two variables with the Screener and combine them into a ranking?

    Thanks for your support

    #148477

    Problem is that we can’t get the whole values for all the stocks in order to calculate a normalization function. It can only be made on a single stock.

Viewing 2 posts - 1 through 2 (of 2 total)

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