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Creating and Exploration to find stocks that have ever drop X percent in day
Rank: Newbie
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Joined: 7/23/2010(UTC)
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I know how to create an exploration that finds stocks that have dropped on a specific period:
dropPercent:=50;
(( REF(C,-1) - C ) / REF(C,-1) ) * 100 > drop;
But I want to be able to find stock that have ever (at least in history of data that I have) dropped X percent in a single trading day. To clarify, if I have historical data for stock ABC and spans 10 years. If ABC has drop X percent in any day during that 10 years, then I want ABC to be returned in the results of my exploration.
Thank you for your help in advance
./frek818
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Rank: Advanced Member
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Joined: 7/25/2005(UTC)
Posts: 1,042
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Hi frek
Cum(ROC(C,1,%)<=-50);
This can be used in a column to report the number of such events over the scanned history, or it can be used in the filter to report only those securities where there is one or more hits.
Roy
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Creating and Exploration to find stocks that have ever drop X percent in day
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