Running a screener on a specific date

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10/28/2024 at 7:53 PM #239639 quote
plbourse
Participant

New
Dear all

I am posting here in the English forum, hoping that I will reach morfe members and hopefully find a solution.

I have developed a screener that is working fine. I would like to know if there is a possibility to run this screener on a specific market but on an historical date.

I need this for evaluation of a strategy on multiple stocks or indexes, where I want always to invest on the stocks that present the highest indicator value and therefore I replace the weaker stocks by new one. I have not found a way to do this automatically (PRT runs only on one stock at a time, I know other SW that could do it, but they are limited in the number of symbols that you work on).

To manually backtest my strategy,
- I would need to run the screener in the past every week for example
- chose the symbols that are elected for new investments
- close the position of weaker symbols
- manaully calculate the P&L of the system
Is my question clear and does anyone have any clue how to solve it

Enjoy trading and developing strategies, thanks for your answers
10/30/2024 at 10:02 AM #239756 quote
Iván González
Moderator

Legend
Hi, this is an example of screener.
```
ema10=average[10,1](close)
ema50=average[50,1](close)

if ema10 > ema50 then
count=count+1
else
count=0
endif

bars=barssince(date=20240926)

SCREENER[count[max(0,bars-1)]=10 and bars>0](bars as "bars")
```
plbourse thanked this post
11/01/2024 at 12:06 PM #239863 quote

plbourse
Participant

New

Thanks Ivan

I will reread the documentation and try to implement it.
If I get difficulties, I will come back to you
Have a great day
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