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                                                   weekly screener

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allan nathan
2014-08-14 08:32:45


hi,i am running a screen using weekly data...

var1 = close > 3;
vol=sma(volume,30)>50000;
ma30=cross(close,sma(30));
filter=ma30 and var1 and vol;

the only time the screen gets results is on the monday,which QS references as the end of the week

If i run the screen on 8/4 or 8/11,the screen works as expected.

If i run it on 8/5 or 8/12(tuesday),no results will be produced.

I understand QS is "waiting" for the end of the week for the weekly close,but if I wanted to be alerted to the daily close crossing above
the weekly close during the week would that be possible?

thanks Allan





QuantShare
2014-08-15 05:35:55

  0

For the last bar, the weekly close is always equal to the daily close. Please check that on a chart.
I am not sure I understand what exactly you need.



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