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kostya1
Posted : Sunday, May 6, 2007 8:59:10 AM
Registered User
Joined: 8/25/2006
Posts: 12
Hi,
I'm trying to find stocks that have closed more than or equal to the minimum in 260 days range.

100 * (C - MINC260) / (MINC260)>=100

How can I modify this so that for stocks which don't have 260 days of available data, it still scans for stock closing >= 100% taking the minimum of all available data.

Thanks,
Siya123
bustermu
Posted : Sunday, May 6, 2007 11:19:20 AM
Registered User
Joined: 1/1/2005
Posts: 2,645
QUOTE (siya123)
Hi,
I'm trying to find stocks that have closed more than or equal to the minimum in 260 days range.

100*(C-MINC260)/(MINC260) >= 100

How can I modify this so that for stocks which don't have 260 days of available data, it still scans for stock closing >= 100% taking the minimum of all available data.


siya123,

You must not be asking for what you really want.

Your PCF will return all stocks with at least 260 days of data. The PCF:

C >= 0.0

will return all stocks as will many others.

Your PCF is equivalent to:

C >= MINC260

Perhaps you intended:

C > MINC260

Maybe not?

Thanks,
Jim Murphy
bustermu
Posted : Sunday, May 6, 2007 11:59:00 AM
Registered User
Joined: 1/1/2005
Posts: 2,645
siya123,

My post is in error.

Your statement is equivalent to:

C >= MINC260

Your PCF is equivalent to:

C >= 2*MINC260

The latter cannot be modified to return all stocks for which:

C >= 2*MINC(min(260,P))

where P is the number of days of data available.

You can find all stocks for which at least one of:

C >= 2*MINCP, P= 2,3,...,260,

returns "TRUE". That would be a long process.

Thanks,
Jim Murphy
kostya1
Posted : Monday, May 7, 2007 10:59:09 AM
Registered User
Joined: 8/25/2006
Posts: 12
Thanks, Jim!

So I guess there is no easy way to acheive this? Anyone?

Thanks,
Siya123
Bruce_L
Posted : Monday, May 7, 2007 11:16:51 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
siya123,
As bustermu indicated, it is not possible to modify your formula so that for stocks which don't have 260 days of available data, it still scans for stock closing >= 100% taking the minimum of all available data.

-Bruce
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