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                                                   Screener: average (20 bars) of (close-previous close)>10%

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Farhad
2021-05-05 02:47:32


Hi,

can you please help me to show, how to build a screener:

average (20 bars) of (close-previous close)>10%

thank you



QuantShare
2021-05-05 14:30:20

  0

Hi,

You can type:
filter = sma(perf(close, 1), 20) > 10;

Since you want to compare against a percentage then I used per (return) instead of close-previous close, which returns of course a value in dollars.




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