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example of a filtering system

Posted By hairy_mug 11 Years Ago
Rated 5 stars based on 1 vote.
Posted Thursday June 07 2007
use this to quickly scan a group of stocks to create a file of stocks that meet the desired criteria.

As it is, it will scan the specified date range and for each day, it checks the previous 5 days for the following contitions:

   1. minimum vol of 100k (in the last 5 days)

   2. c > previous c (2 of 5 days)

   3. vol > 200k and vol < 5000k (3 of 5 days)

Each time these criteria are met, the counter is incremented.

After every day has been checked, those symbols which have a counter value >= 20% of the total days scanned, are added to the scan results file.

The intent is to concentrate on working with the more active stocks.

Clearly, the criteria can be adjusted to taste and also, it is possible to call various filters in the same shutdown... and you can use the same output file, Just add another column for filte type.



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