Excluded Middle

Forums › ProRealTime English forum › ProScreener support › Excluded Middle

  • This topic has 9 replies, 4 voices, and was last updated 7 years ago by avatarame.
Viewing 10 posts - 1 through 10 (of 10 total)
  • 10/08/2017 at 8:00 PM #48663
    ame

    Hi

    I’m executing this screener against European Indices (daily), but the problem appears with other lists too.

    So, I get no results, but even if I comment line 3 and uncomment line 4, I still get no results.  This doesn’t make sense to me – has anyone got any ideas what I’m missing?

    Thanks

    10/08/2017 at 8:57 PM #48666
    Despair

    I don’t know what you want to do but I know that your code does not do what you write in the comments. I think you have to switch the numbers in the [] brackets for your middle variable.

    What are the conditions you want to screen for?

    10/09/2017 at 1:31 AM #48683
    robertogozzi

    Line 1 scans for the highest price 240 to 260 bars before.

    Line 2 scans for the highest price 20 to 240 bars before and it should be <= that in line 1.

    Is that correct?

    Despair is right, what do you want to do? Maybe a plain text explanation is clearer than code!

     

    10/09/2017 at 9:25 AM #48711
    Nicolas

    Proscreener has a limit of 254 bars of data, try to limit your periods lookback at lines 1 and 2 and it should be ok.

    1 user thanked author for this post.
    avatar ame
    10/09/2017 at 10:58 AM #48748
    ame

    Thanks everyone for all your responses – robertogozzi described exactly what I was trying to do and I think Nicolas has identified the issue – I will try the same on weekly bars to see if the proscreener limitation disappears for the same period.

    10/09/2017 at 12:21 PM #48766
    Nicolas

    The 254 bars limit exist on all timeframes.

    10/09/2017 at 12:43 PM #48771
    ame

    Yes, I understand, but I’ll be looking over the same date period, so much fewer bars. I’ll post whatever I find. Thank you.

    10/09/2017 at 5:42 PM #48796
    ame

    Thanks very much, that worked exactly as I was hoping. Are prorealtime/proscreener limitations like this documented anywhere?

    10/10/2017 at 7:20 AM #48851
    ame

    Hi again, unfortunately some confusion remains! So, I thought I’d risk another post.

    I think there must be something more to it than just the 254 bar limit – see the code below, a much simpler calculation, which uses only 60 bars of daily data.  The idea is to find stocks that have hit new highs today but not yesterday.

    When I run this against “Shares – US Wall St.”, I get many matches, but some of them I believe are in error e.g. “Hawaiian Electric Industries Inc.” – today’s and yesterday’s highs are much lower than the high over the last 60 days so the high>ha isn’t true.

    10/12/2017 at 6:48 PM #49193
    ame

    It looks like the problem has been fixed behind the scenes – running the code today, there are no erroneous matches at all.  Thank you to somebody!

  • Author
    Posts
Viewing 10 posts - 1 through 10 (of 10 total)

Find exclusive trading pro-tools on ProRealCode Marketplace

Similar topics:
label in middle if the box
prorealtime stopped working in the middle of placing an order

Create your free account now and post your request to benefit from the help of the community
Register or Login