Screener missing stocks

• 05/23/2018 at 6:37 PM #71203
  from8to800

  Dear all,

  I think I’ve posted about this before but don’t recall any definitive solution so I’ll try again:

  I have encountered a problem where a screener is not finding all the stocks it should be finding.

  The screener looks for an indicator programmed by me. Their codes are as follows:

  The INDICATOR code is as follows:

  c1= low<=1.02*Average[10](Close) and close>=Average[10](close) IF AverageTrueRange[1](close)>=1.25*Average[20](AverageTrueRange[1](close)) AND Volume>=1.25*Average[20](Volume) AND close>open AND high>=highest[52](high)*0.95 and c1 THEN BUYSIGNAL = 1 ELSE BUYSIGNAL=0 ENDIF RETURN BUYSIGNAL

  1 2 3 4 5 6 7 8 9

  c1= low<=1.02*Average[10](Close) and close>=Average[10](close)   IF AverageTrueRange[1](close)>=1.25*Average[20](AverageTrueRange[1](close)) AND Volume>=1.25*Average[20](Volume) AND close>open AND high>=highest[52](high)*0.95 and c1 THEN BUYSIGNAL = 1 ELSE BUYSIGNAL=0 ENDIF   RETURN BUYSIGNAL

  The SCREENER code is as follows:

  SCREENER

  timeframe(Weekly) myBUYSIGNAL = CALL "BUY SIGNAL" c1=myBUYSIGNAL=1 SCREENER[c1] (Close as"Highest Prices")]

  1 2 3 4 5 6

  timeframe(Weekly) myBUYSIGNAL = CALL "BUY SIGNAL"   c1=myBUYSIGNAL=1   SCREENER[c1] (Close as"Highest Prices")]

  I run the screener once a week to look for stocks where the indicator equals “1” for the previous week. The screener is set to weekly and for UK Stocks.

  As it happens, I note that 4 weeks ago (w/c 30 April 2018 W18), the screener result did not include PCF Group, a stock that, when I load the chart, does have the indicator flagging up a signal.

  (please see picture attached)

  Could you please clarify why this has happened? It’s not the first time and it’s caused me to miss some seriously profitable trades, unfortunately.

  Your help would be appreciated.

  Thanks,
  Igor

  

  from8to800

  Participant

  Topics: 6

  Replies: 12

  Been thanked: 0 times
  05/23/2018 at 6:57 PM #71209
  Nicolas

  I did not test your code. But because you are using the screener on Weekly data you don’t have real-time feed, is IMO the first thing I think of..

  End Of Day data for weekly timeframe decay results by one week (in ProScreener).

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4775 times
  05/23/2018 at 7:02 PM #71210
  from8to800

  Hi Nicola,

   

  Thanks for your response.

   

  I run the screener weekly, usually on Mondays to check the stocks which flagged up the indicator during the previous week.

   

  I don’t understand how end-of-day data should have anything to do with it as the screen is ran retrospectively, not in real time.

   

  Thanks in advance.

  

  from8to800

  Participant

  Topics: 6

  Replies: 12

  Been thanked: 0 times
  05/24/2018 at 6:58 AM #71223
  from8to800

  BUMP. Help anyone?

  

  from8to800

  Participant

  Topics: 6

  Replies: 12

  Been thanked: 0 times
  05/24/2018 at 8:16 AM #71228
  Nicolas

  I made a single screener with the indicator’s code in it, didn’t notice any issue in my tests so far:

  c1= low<=1.02*Average[10](Close) and close>=Average[10](close) IF AverageTrueRange[1](close)>=1.25*Average[20](AverageTrueRange[1](close)) AND Volume>=1.25*Average[20](Volume) AND close>open AND high>=highest[52](high)*0.95 and c1 THEN BUYSIGNAL = 1 ELSE BUYSIGNAL=0 ENDIF screener[buysignal]

  1 2 3 4 5 6 7 8 9

  c1= low<=1.02*Average[10](Close) and close>=Average[10](close) IF AverageTrueRange[1](close)>=1.25*Average[20](AverageTrueRange[1](close)) AND Volume>=1.25*Average[20](Volume) AND close>open AND high>=highest[52](high)*0.95 and c1 THEN BUYSIGNAL = 1 ELSE BUYSIGNAL=0 ENDIF   screener[buysignal]

   

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4775 times
  05/24/2018 at 6:17 PM #71291
  from8to800

  Hi Nicolas

   

  I’ve tried your approach. The screener identifies the exact same stocks as before, which is still missing some.

   

  Any ideas?

   

  Thanks in advance.

  Igor

  

  from8to800

  Participant

  Topics: 6

  Replies: 12

  Been thanked: 0 times
  05/25/2018 at 6:50 AM #71316
  Nicolas

  Please give me other examples of stocks that should have been listed by the screener and from which shares list they belong?

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4775 times
  05/25/2018 at 7:04 AM #71317
  from8to800

  Hi Nicolas,

   

  I only run the screener on “UK Stocks”. (A separate question on this: does this list include all UK stocks? I ask because there’s “UK AIM”, which I wonder if it is part of “UK Stocks” as well?).

  One other stock that didn’t show up at the time (although it appears to show now) was SUS PLC. I can’t, from memory, recall any other but I’m sure there are a few others.

  One other clue that may help: the screener also returns stocks that show no signal at all. Examples from this week’s screener: NEX Grp, CTO (Clarke).

  Thanks,

  Igor

  

  from8to800

  Participant

  Topics: 6

  Replies: 12

  Been thanked: 0 times
  05/25/2018 at 8:02 AM #71322
  Nicolas

  I don’t know if the list has the complete list of UK stocks or not.

  Attached is the list found for today in weekly timeframe. All are goods and are returning the signals as expected (UK stocks list).

  A better way to found out if the problem still occur would be to post here the name of the missing stock on the same day you encounter the problem. Thank you.

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4775 times
  05/27/2018 at 8:50 AM #71413
  from8to800

  Hi Nicolas,

   

  Upon investigating, I found a few stocks that should have been flagged up by the screener in the past few weeks but weren’t (the format is NAME and the week it flagged the indicator on):

  SAV.L W18
  LOOP.L W20
  HMI.L W10 and W03
  INL.L W01 and W03
  OCI.L W11 and W17
  CREO.L W09
  FIH W13 and W15
  EVRH W14

  Hopefully this will help shine some light on the problem.

   

  Thanks,

  Igor

  

  from8to800

  Participant

  Topics: 6

  Replies: 12

  Been thanked: 0 times
  05/28/2018 at 7:51 AM #71469
  Nicolas

  Thank you, but I’d like to test the day it happens. There is no accurate way to test in the past if it would have any differences between the screener and the indicator.

  If it happens again, and I don’t answer quickly, you can also send a debug console to PRT directly through the platform.

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4775 times
  12/20/2020 at 2:49 PM #154593
  dave_moz

  Hi,

  I see this post is a bit old but I am experiencing the same issue where my screener is not returning stocks which an indicator with the same conditions shows.

  Did you ever resolve this issue?

  Thanks.

  

  dave_moz

  Participant

  Topics: 4

  Replies: 10

  Been thanked: 1 time
  12/20/2020 at 5:54 PM #154615
  from8to800

  Hey,

  Yep, I was runing the screener on “UK stocks” where most of the stocks are actually listed under “AIM stocks”. Need to run the screener twice to catch them all.

  Hope this helps.

  

  from8to800

  Participant

  Topics: 6

  Replies: 12

  Been thanked: 0 times
  12/20/2020 at 7:51 PM #154640
  dave_moz

  Thanks for the quick reply.

  I had noticed that the predefined lists are a little odd when it comes to UK stocks. Ended up creating my own in the end.

  I found that my problem actually looks like ProScreener thinks the EMA is a different value to what is indicated on the chart.

  I have found a workaround for now (using SMA instead of EMA).

   

  

  dave_moz

  Participant

  Topics: 4

  Replies: 10

  Been thanked: 1 time
  02/02/2021 at 9:15 PM #160207
  Jan

  Good Evening all,

   

  I am now working with the Screener (did not use the tool before).    I have made a  personal indices/commodity list, which I call “Mijn koerslijst” with 26 items.  In PRT it appears fine when using the graphs.

  But I am not able to select my predefined list when making a screener, any suggestions why not ?

  

  Jan

  Participant

  Topics: 10

  Replies: 90

  Been thanked: 29 times
• Author
  Posts