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singashari  
#1 Posted : Saturday, January 23, 2010 10:50:27 PM(UTC)
singashari

Rank: Newbie

Groups: Registered, Registered Users, Subscribers
Joined: 1/23/2010(UTC)
Posts: 2

Guys,

I like to find which security is outperform compare to index and I applied exploration from website, the result is Results of filter formula not defined on calculation date


Col A: Price C
Col B: % Hi Ch Int((C/Ref(C,-1)-1)*1000+.5)/10

Filter day:= 31;
mth:= 12;
yr:= 2009;

active:=Year()>yr-1
OR (Year()=yr-1 AND (Month()>mth
OR Month()=mth AND DayOfMonth()>=day));
start:=active AND Alert(active=0,2);

DayOfMonth()=day
AND Month()=mth
AND Year()=yr
AND Highest(start)
AND C>Ref(HighestSince(1,start,C),-1)
AND V>0

Filter enabled Yes
Periodicity Yearly
Records required 5000

Thank you for your help

Regards,

Singashari

johnl  
#2 Posted : Monday, January 25, 2010 6:41:24 PM(UTC)
johnl

Rank: Advanced Member

Groups: Registered, Registered Users
Joined: 11/7/2005(UTC)
Posts: 602

I've never had much luck running explorations over yearly data since I only have
maybe 20 data points per security. I would go down to at least weekly and loose the
date requirement, get it running and then work up to yearly data to see what happens.
singashari  
#3 Posted : Wednesday, January 27, 2010 10:52:07 AM(UTC)
singashari

Rank: Newbie

Groups: Registered, Registered Users, Subscribers
Joined: 1/23/2010(UTC)
Posts: 2

Dear johnl,

Thank you for your reply.

Finally I got what i want & many thanks to Jose silva who let everybody learn from his website. This is what i did,maybe is not perfect but the purpose is fulfilled.


Col A: Prev Ref(C,-1)
Col B: Price C
Col C: % Incr Int((C/Ref(C,-1)-1)*1000+.5)/10
Filter day:= 31;
mth:= 12;
yr:= 2009;


active:=Year()>yr-1
OR (Year()=yr-1 AND (Month()>mth
OR Month()=mth AND DayOfMonth()>=day));
start:=active AND Alert(active=0,2);

DayOfMonth()=day;
Month()=mth;

colC>10

Filter enabled Yes
Periodicity Yearly
Records required 2

Regards,

Singashari

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