Running a screener on a specific date

• 10/28/2024 at 7:53 PM #239639
  plbourse

  Dear all

  I am posting here in the English forum, hoping that I will reach morfe members and hopefully find a solution.

  I have developed a screener that is working fine. I would like to know if there is a possibility to run this screener on a specific market but on an historical date.

  I need this for evaluation of a strategy on multiple stocks or indexes, where I want always to invest on the stocks that present the highest indicator value and therefore I replace the weaker stocks by new one. I have not found a way to do this automatically (PRT runs only on one stock at a time, I know other SW that could do it, but they are limited in the number of symbols that you work on).

  To manually backtest my strategy,

  • I would need to run the screener in the past every week for example
  • chose the symbols that are elected for new investments
  • close the position of weaker symbols
  • manaully calculate the P&L of the system

  Is my question clear and does anyone have any clue how to solve it

  Enjoy trading and developing strategies, thanks for your answers

   

   

  

  plbourse

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  10/30/2024 at 10:02 AM #239756
  Iván

  Hi, this is an example of screener.

  ema10=average[10,1](close) ema50=average[50,1](close) if ema10 > ema50 then count=count+1 else count=0 endif bars=barssince(date=20240926) SCREENER[count[max(0,bars-1)]=10 and bars>0](bars as "bars")

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  ema10=average[10,1](close) ema50=average[50,1](close)   if ema10 > ema50 then count=count+1 else count=0 endif   bars=barssince(date=20240926)   SCREENER[count[max(0,bars-1)]=10 and bars>0](bars as "bars")

  1 user thanked author for this post.

  plbourse

  

  Iván

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  11/01/2024 at 12:06 PM #239863
  plbourse

  Thanks Ivan

  I will reread the documentation and try to implement it.
  If I get difficulties, I will come back to you
  Have a great day

  

  plbourse

  Participant

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