Screener Not working

Viewing 2 posts - 1 through 2 (of 2 total)
  • Author
    Posts
  • #119868 quote
    grimweasel47
    Participant
    Senior

    Hi All

    Just a quick one please. I have written a screener using my Carver indicator combined with Nicholas’ volatility indicator (Directional Volatility). For some reason the screener is returning incorrect results. I’m after only showing shares that have the Long volatility higher than the short volatility. Also the MA section is not working. Any help appreciated.

    ///Carver Scaled Price Indy
    n=21
     
    a = highest[n](high[0])
    b = lowest[n](low[0])
    c = (a+b)/2
     
    scaledprice = (close-c)/(a-b)
    
    //Moving Averages
    M1 = exponentialaverage[21]
    M2 = exponentialaverage[63]
    M3 = exponentialaverage[21](0) > exponentialaverage[21](1)
    //Directional Vola
    Period= 63
    Deviation= 2
    // --- end of settings
     
    ShortS = Close[1] - Low
    ShortMA = average[Period](ShortS)
    ShortDev = Std[Period](ShortMA)
     
    LongS = High - Close[1]
    LongMA = average[Period](LongS)
    LongDev = Std[Period](LongMA)
    hlc3 = (high+low+close)/3
    rawMoneyFlow = hlc3 * volume
    ShortVol = (ShortMA + Deviation * ShortDev /rawMoneyFlow)
    
    LongVol  = (LongMA  + Deviation * LongDev / rawMoneyFlow)
    //Screener
    Long = M1 > M2 and m3 and scaledprice >0.2 and LongVol > ShortVol
    //Short = M1 < M2 and scaledprice >-0.3 and (ShortVol > LongVol)
    SCREENER(Long)
    #119870 quote
    robertogozzi
    Moderator
    Master

    SCREENER should be followed by brackets with conditions inside. Parentheses are used only for the sorting criterion.

    Since you used only the latter, then ALL items are returned.

    Replace (Long) with [Long].

    grimweasel47 thanked this post
Viewing 2 posts - 1 through 2 (of 2 total)
  • You must be logged in to reply to this topic.

Screener Not working


ProScreener: Market Scanners & Detection

New Reply
Author
Summary

This topic contains 1 reply,
has 2 voices, and was last updated by robertogozzi
6 years, 1 month ago.

Topic Details
Forum: ProScreener: Market Scanners & Detection
Language: English
Started: 02/18/2020
Status: Active
Attachments: No files
Logo Logo
Loading...