I am at my first step in programming a screener and already puzzled by some confusing results. I am doing some coding and testing on a saturday for an exchange that closed friday. So I would think that Close[0] would give the same price as the standard column “Last” in the screener results window. But no. “Last” is showing the closing price of last friday (as expected), but Close[0] is giving the closing price of thursday when in Daily and Friday one whole week ago when in Weekly. Close[1] is then of course giving the price of 2 days (in Daily) and 2 weeks (in Weekly) ago.
I tested this with this “exercise” part of code, where I exchanged the display part of the screener command for Close[1] and Gain and stuff.
1
2
3
// sample screener code - pogramming exercise
Gain=(Close[0]-Close[1])/Close[1]*100
SCREENER[Gain>0](Close[0])
Probably a foolish beginner mistake, but I cannot find a formal explanation in the manual. Thanks for your “verdict”, Wim
Your Daily/Adidas example looks OK. “Last” and “Crite.” (being Close[0]) are both 215.90.
But your Weekly/Muench example shows different values for “Last” and “Crite.” (being Close[0]), 208.50 resp. 206.4. The latter value being the close of the week before!
I guess it has to do with the availability of end of day data when using a free subscription. In Daily-mode the Friday-close is available already on Saturday (the next day). In Weekly-mode the Week-close is probably available on Monday (the next week). Will test that Monday morning. How about that idea? Bizar, however, that the column “Last” in ProScreener shows the correct Friday-close as well as the correct Week-close.
To help us continually offer you the best experience on ProRealCode, we use cookies. By clicking on "Continue" you are agreeing to our use of them. You can also check our "privacy policy" page for more information.Continue