Screening performance since 1th day of year

Viewing 13 posts - 1 through 13 (of 13 total)

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05/08/2016 at 8:26 PM #6591 quote

Andrea Tironi
Participant

Junior

Hi.

Is there a way to create a screener that ishows performance since 01.01?

Thanks.

Andrea

05/09/2016 at 9:10 AM #6602 quote
Nicolas
Keymaster

Master
Hi,

Because ProScreener has a limitation of 254 bars lookback, I coded this little indicator to compute the performance of an instrument since the first day of the year.
```
once previousbar = 0
once hh = 0
once start = close

if(barindex>previousbar) then
 previousbar=barindex
 hh=MAX(hh,high)
 var = (1-(start/hh))*100
 varmax = MAX(var,varmax)
endif

if(year<>year[1]) then
 hh = 0
 varmax = 0
 start=close
endif

RETURN varmax
```
You can include this one in your ProScreener with a CALL instruction or copy/paste the code in it and get the “varmax” variable to achieve what you want to do. Hope it helps.

year-performance-variation-of-an-instrument.jpg
05/12/2016 at 10:36 PM #6938 quote
Andrea Tironi
Participant

Junior
Hi Nicholas.

Thanks for your help.

The indicator calculates the max year performance since start of the year.

You code is really helpfull, i use it:
```
once start = close

if(year<>year[1]) then

start=close
endif

RETURN ((close-start)/start)
```
And i have performancesincestartofyear indicator.

Then, i try to create the screener.
```
pssoy = call performancesincestartofyear
SCREENER(pssoy as "close")
```
But it doesn’t work. It gives nothing.

Can you help please?

Thanks.

Andrea

indicator.png screener.png
05/13/2016 at 8:39 AM #6955 quote
Nicolas
Keymaster

Master
Hi Andrea,

This code will solve your issue I believe, I haven’t test it:
```
once start = close

if(year<>year[1]) then

start=close
endif

perf = (close-start)/start

SCREENER [perf] (close as "close")
```
05/13/2016 at 9:25 AM #6958 quote

Andrea Tironi
Participant

Junior

Great Nicholas!

Thank you!

05/13/2016 at 9:29 AM #6959 quote

Andrea Tironi
Participant

Junior

Mhh sorry

It give me close but i want to have perf in the screener.

perf.png

05/13/2016 at 9:32 AM #6962 quote
Andrea Tironi
Participant

Junior
I try this but don’t work.
```
once start = close

if(year<>year[1]) then

start=close
endif

perf = (close-start)/start

SCREENER [1] (perf as "perf")
```
perf2.png
05/13/2016 at 11:47 AM #6981 quote
Nicolas
Keymaster

Master
The screener is really screening ‘perf’ variable. But the list is populated with the actual close only.

Change the last line with this :
```
SCREENER [perf] (perf as "perf")
```
05/13/2016 at 2:20 PM #7005 quote
Andrea Tironi
Participant

Junior
```
once start = close

if(year<>year[1]) then

start=close
endif

perf = (close-start)/start

SCREENER [perf] (perf as "perf")
```
It doesn’t work!

code.png
05/13/2016 at 3:19 PM #7020 quote
Nicolas
Keymaster

Master
I know why.. Because sometimes start=0 it creates a ‘division by zero’ error in ProScreener and then it stops and don’t give any results.

Here is the fixed code:
```
once start = close

if(year<>year[1]) then
 start=close
endif

if start=0 then
 start=start[1]
endif

perf=((close-start)/start)

SCREENER [1] (perf as "perf")
```
05/13/2016 at 3:36 PM #7023 quote

Andrea Tironi
Participant

Junior

Ok thanks!

05/14/2016 at 12:18 PM #7060 quote

Andrea Tironi
Participant

Junior

It’s all right!

07/09/2016 at 11:09 AM #10347 quote
Andrea Tironi
Participant

Junior
The right code is:
```
once start = close

if(year<>year[1]) then
start=close[1]
endif

if start=0 then
start=start[1]
endif

perf=((close-start)/start)*100

SCREENER [1] (perf as "performancedainizioanno")
```
Previuos code don’t calculate first day of year.

I write it if someone need it.

Andrea
Author

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