top 50 stocks ranked by 3m price performance

• 10/28/2021 at 12:41 PM #180469
  Alfy

  Good morning guys, im looking to create a scan to find the top 50 stocks in the Nasdaq ranked by their last 3 months price performance with min daily $ volume of 50mn. Can anyone help with that please?

  

  Alfy

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  10/28/2021 at 1:58 PM #180474
  robertogozzi

  There yoo go:

  Timeframe(Daily) N = 63 //3 months x 21 days = 63 days (roughly) c1 = (summation[N](volume >= 50000000) = N) SCREENER[c1]

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  Timeframe(Daily) N  = 63         //3 months x 21 days = 63 days (roughly) c1 = (summation[N](volume >= 50000000) = N) SCREENER[c1]

  

  robertogozzi

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  10/28/2021 at 2:24 PM #180475
  Alfy

  Roberto, is that the 3m price performance in % terms?

  

  Alfy

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  10/28/2021 at 7:39 PM #180492
  robertogozzi

  No, sorry, I forgot to add it. Currently it only filters by volume and no ranking.

  Update the last line as follows to have a ranking by price (ratio, current vs. 3 months ago):

  SCREENER[c1](close / close[N] AS "Performance ratio")

  1	SCREENER[c1](close / close[N] AS "Performance ratio")

  

  robertogozzi

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  10/29/2021 at 7:36 AM #180504
  Alfy

  Good morning Roberto, sorry to trouble you again but by replacing the last line of the code as you mentioned the screen comes up with zero results? Can you help?

  

  Alfy

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  10/29/2021 at 9:58 AM #180528
  robertogozzi

  Sorry again, there was a glitch in my original code, as I did not multiply PRICE * VOLUME:

  Timeframe(Daily) N = 63 //3 months x 21 days = 63 days (roughly) c1 = (summation[N]((close*volume) >= 50000000) = N) SCREENER[c1](close / close[N] AS "Performance ratio")

  1 2 3 4

  Timeframe(Daily) N  = 63         //3 months x 21 days = 63 days (roughly) c1 = (summation[N]((close*volume) >= 50000000) = N) SCREENER[c1](close / close[N] AS "Performance ratio")

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  Alfy

  

  robertogozzi

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  10/29/2021 at 10:01 AM #180530
  Alfy

  No problem at all, thanks so much for your help!

  

  Alfy

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  10/29/2021 at 11:39 AM #180545
  Alfy

  Roberto, can i ask one last favour please? I would like to screen for stocks with a price greater than $10, with the highest 3 month % price performance, and with daily volume greater than 100k shares. Can you help me modify your code please? Sorry to be a pest

  

  Alfy

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  10/29/2021 at 11:57 AM #180550
  robertogozzi

  There you go:

  Timeframe(Daily) N = 63 //3 months x 21 days = 63 days (roughly) c1 = (summation[N]((close*volume) >= 50000000) = N) c2 = close > 10 Perf = (close / close[N]) c3 = (Perf = highest[N](Perf)) //c4 = volume > 100000 c4 = average[N,0](volume) > 100000 Cond = c1 AND c2 AND c3 AND c4 SCREENER[Cond](Perf AS "Performance ratio")

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  Timeframe(Daily) N    = 63         //3 months x 21 days = 63 days (roughly) c1   = (summation[N]((close*volume) >= 50000000) = N) c2   = close > 10 Perf = (close / close[N]) c3   = (Perf = highest[N](Perf)) //c4 = volume > 100000 c4   = average[N,0](volume) > 100000 Cond = c1 AND c2 AND c3 AND c4 SCREENER[Cond](Perf AS "Performance ratio")

  as to Volume I compared the average daily volume over N periods to 100K. If you, instead, prefer the current daily volume, then swap the comment  slashes at lines 7-8.

   

   

  

  robertogozzi

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  10/29/2021 at 12:05 PM #180552
  Alfy

  Wonderful! Thanks so much Roberto.

  

  Alfy

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