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Hi
I have
created an indicator to count the number of times the closing price is below an
EMA after a particular date, hoping to use it to scan for stocks that do not
close below an EMA very often.
This is the
code
Cum(If((C<Mov(C,15,E)
AND ((Year()*10000)+(Month()*100)+(DayOfMonth())> 20071101{change
this date to count forwards from})),1,0))
It seems to
work well, as designed, as an indicator.
When I use
explorer to scan for stocks with the following filterFml("IndicatorName")<7
and enter Fml(“IndicatorName") in Column A Explorer does
not seem to reject any stocks apart from some for values out of valid range for the EMA calculation.
Stocks that have many, many occurrences of Close below EMA show up in column A with
a count of zero and no stock has a count greater than 5. When you bring up the chart the (correct) count according to
the indicator will show.
Have had similar issues arise with other indicator and exploration combinations.
Periodicity
does not seem to be an issue. Data is EOD.
Thanks for anyone’s
help in advance.
Perth RAT
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Rank: Advanced Member
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It's not quite clear from your writing whether your formula/conditions are in the FILTER tab, but that would be one thing to check.
The other would be to make sure the number of periods for your Exploration match the those in File -- Open -- Options -- Load Options.
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Rank: Advanced Member
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Location: Perth Western Australia
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Load Options for explorations can be found in the Exploration window under the Options button.
Work roughly on the basis of 256 bars per year.
Apart from the time consideration Roy Larsen suggests loading at least 3 times the number periods used in the EMA formula.
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Rank: Newbie
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Hi Johnathan
Thanks for quick reply.
I confirm filter conditions are in FILTER tab.
Load options were not the same, but I have now run exploration with same load options with no meaningful effect. Its not that the inconsistency between exploration results and chart are just out of synch by a little bit, but that there is like a format problem or syntax problem that stops the explorer using the indicator meaningfully. (Does this make sense?) The clue to me is that there are stocks not getting filtered out that have high counts of monthly closes below the EMA but the indicator value in column A is never higher than 10 ie double digit. (The high counts do show up on chart plots of the indicator).
Thanks
perth RAT
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 5/13/2005(UTC)
Posts: 715
Location: Midwest, USA
Was thanked: 1 time(s) in 1 post(s)
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Put the indicator code directly in Col A and the Filter tab, and see if that changes the results.
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Rank: Advanced Member
Groups: Registered, Registered Users, Unverified Users
Joined: 7/12/2007(UTC)
Posts: 134
Location: Perth Western Australia
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I've run your code as posted, with the exception of the date which I changed 20110101, on my system and it all runs fine.
I used the ASX share AAC as an example which had an event count of 69 on a daily chart.
You might want to check that the Chart and Exploration periodicity are synchronised especially if you are not doing daily explorations.
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