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Portfolio123 » List all forums » Forum: Screener » Thread: Pr4W%ChgInd |
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Total posts in this thread: 4 |
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Circolo
Advanced Member  CANADA Joined: Dec 10, 2006 Posts: 29 Status: Offline |
Hello all, I'm just experimenting with the screener and would like to know if there is anyway to get this Pr4W%ChgInd indicator for custom periods. In particular, I'm interested in 1, 2, and 3 weeks periods. If I'm missing something or if there is a way to write a custom rule for this, please share your experience and insight and let me know. Kindest Regards,  Marc |
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o806
Advanced Member
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I do not think there is a way to do this. |
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jtbaccarat
Advanced Member
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As far as I know there is not any method for achieving what you requested, currently. However, it seems there may be expanded access to the historical data, so maybe we might be able to have access to the data and create a custom formula like the one you described. |
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kbellare
Advanced Member
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Since this post in early 2007, have there been new functions that help implement Pr1W%IndChg (1wk, 2wk, 3wk)? One of my hypotheses is to pick stocks within industries that are recent out-performers (e.g. Utilities, Gold outperformed other industries in the last month), and I'm trying to backtest this - 4W and 13W aren't great ranking system factors (i.e. top 1% and top 0.5% buckets don't yield very high returns over a 5yr, weekly rebalanced system,). See attached Pr4W%IndChg performance Given today's whipsaw volatile markets, and would like to see if the 2-wk, 1-wk granularity are better factors. Any thoughts? Kiran
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