PRT Bands turning green

• 10/09/2023 at 12:13 PM #222194
  benkunz

  Hi,
  I’m looking for a screener that would return stocks for which the background color for the PRT bands just turned green over the last 3 days.
  anyone would know how to code this one ?
  thanks

  

  benkunz

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  10/09/2023 at 7:30 PM #222210
  benkunz

  here is one way to do it :

   

  up = PRTBandsUp dn = PRTBandsDown if close crosses over up and trend<=0 then //le prix casse la bande supérieure trend=1 //tendance haussière elsif close crosses under dn and trend>=0 then //le prix casse la bande inférieure trend=-1 //tendance baissière endif screener[(trend=1 and trend[1]=-1) or (trend=1 and trend[1]=1 and trend[2]=-1) or (trend=1 and trend[1]=1 and trend[2]=1 and trend[3]=-1)] (Average[50](Volume))

  1 2 3 4 5 6 7 8 9 10

  up = PRTBandsUp dn = PRTBandsDown if close crosses over up and trend<=0 then //le prix casse la bande supérieure trend=1 //tendance haussière elsif close crosses under dn and trend>=0 then //le prix casse la bande inférieure trend=-1 //tendance baissière endif   screener[(trend=1 and trend[1]=-1) or (trend=1 and trend[1]=1 and trend[2]=-1) or (trend=1 and trend[1]=1 and trend[2]=1 and trend[3]=-1)] (Average[50](Volume))

  

  benkunz

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  10/09/2023 at 7:37 PM #222211
  benkunz

  Hi,
  I managed to get my screener working for the PRT bands, but I’m struggling with filtering on volumes.
  here is the initial version :

  up = PRTBandsUp dn = PRTBandsDown if close crosses over up and trend<=0 then //le prix casse la bande supérieure trend=1 //tendance haussière elsif close crosses under dn and trend>=0 then //le prix casse la bande inférieure trend=-1 //tendance baissière endif screener[(trend=1 and trend[1]=-1) or (trend=1 and trend[1]=1 and trend[2]=-1) or (trend=1 and trend[1]=1 and trend[2]=1 and trend[3]=-1)] (Average[50](Volume))

  1 2 3 4 5 6 7 8 9 10

  up = PRTBandsUp dn = PRTBandsDown if close crosses over up and trend<=0 then //le prix casse la bande supérieure trend=1 //tendance haussière elsif close crosses under dn and trend>=0 then //le prix casse la bande inférieure trend=-1 //tendance baissière endif   screener[(trend=1 and trend[1]=-1) or (trend=1 and trend[1]=1 and trend[2]=-1) or (trend=1 and trend[1]=1 and trend[2]=1 and trend[3]=-1)] (Average[50](Volume))

  This does the job and returns 144 results on Nasdaq.
  Then I tried to add a filter on volumes to get rid of less liquid stocks by adding 2 conditions on average and lowest value:

  up = PRTBandsUp dn = PRTBandsDown if close crosses over up and trend<=0 then //le prix casse la bande supérieure trend=1 //tendance haussière elsif close crosses under dn and trend>=0 then //le prix casse la bande inférieure trend=-1 //tendance baissière endif // DEFAULT CONDITIONS v1 = Average[50](Volume) >= 50 v2 = Lowest[256](Volume) >= 15 defaultConditons = v1 AND v2 // DEFAULT CONDITIONS screener[((trend=1 and trend[1]=-1) or (trend=1 and trend[1]=1 and trend[2]=-1) or (trend=1 and trend[1]=1 and trend[2]=1 and trend[3]=-1)) and defaultConditons] (Average[50](Volume))

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16

  up = PRTBandsUp dn = PRTBandsDown if close crosses over up and trend<=0 then //le prix casse la bande supérieure trend=1 //tendance haussière elsif close crosses under dn and trend>=0 then //le prix casse la bande inférieure trend=-1 //tendance baissière endif   // DEFAULT CONDITIONS v1 = Average[50](Volume) >= 50 v2 = Lowest[256](Volume) >= 15 defaultConditons = v1 AND v2 // DEFAULT CONDITIONS   screener[((trend=1 and trend[1]=-1) or (trend=1 and trend[1]=1 and trend[2]=-1) or (trend=1 and trend[1]=1 and trend[2]=1 and trend[3]=-1)) and defaultConditons] (Average[50](Volume))

  Now the screener will only return 8 results. Apple will an average of 60.2M is excluded by this filter. Makes no sense to me. What did I do wrong/misundertand ?
  thanks

  

  benkunz

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  10/10/2023 at 5:34 AM #222217
  JS

  Hi,

  C1=Summation[3](Trend=1)=2

  C2=Summation[3](Trend=1)=1

  Screener[C1 or C2]

  If you take the last three days, it is: Trend[0], Trend[1] and Trend[2]

  

  JS

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  10/10/2023 at 6:23 AM #222218
  JS

  Hi,

  When I use the “Default Conditions” in your screener, I get almost the same number of shares back as without the “Default Conditions”…

  Be careful with the spelling of “Default Conditions (Conditons)”

  I think you’re at the limit of your historical data usage…

  How much historical data can/may you use 256 or 1024?

  

  JS

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  10/10/2023 at 9:51 AM #222225
  benkunz

  256

  yeah, thanks, the issue is coming from that. Really annoyning that no warning is displayed…

  

  benkunz

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