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Registered User
Joined: 10/7/2004
Posts: 12
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I'd like a scan for six-month rate of change of price (aprox).
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Worden Trainer
Joined: 10/1/2004
Posts: 18,819
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What do you want to scan for per the PROC?
It increasing/decreasing (if so, over what period)
It crossing above/below zero?
- Craig
Here to Help!
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Registered User
Joined: 10/7/2004
Posts: 12
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· Colby:I first calculate a six-month rate of change (approximately) of price. Next add in filters to dampen random noise. rank all the ETFs in my universe from highest rate of change to lowest rate of change. Finally, I pick the highest 10 ETFs each week. These “Top 10” are the best performing ETFs, the ones with the best major trend momentum
This is the quote from the FORBS article this month.
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Verona,
Your quote doesn't really say. If you just want a Price Percent Change:
100 * C / C126 - 100
If you want an Annualized Growth Rate:
100 * (EXP(253 * (62.5 * LOG(C ) + 61.5 * LOG(C1) + 60.5 * LOG(C2) + 59.5 * LOG(C3) + 58.5 * LOG(C4) + 57.5 * LOG(C5) + 56.5 * LOG(C6) + 55.5 * LOG(C7) + 54.5 * LOG(C8) + 53.5 * LOG(C9) + 52.5 * LOG(C10) + 51.5 * LOG(C11) + 50.5 * LOG(C12) + 49.5 * LOG(C13) + 48.5 * LOG(C14) + 47.5 * LOG(C15) + 46.5 * LOG(C16) + 45.5 * LOG(C17) + 44.5 * LOG(C18) + 43.5 * LOG(C19) + 42.5 * LOG(C20) + 41.5 * LOG(C21) + 40.5 * LOG(C22) + 39.5 * LOG(C23) + 38.5 * LOG(C24) + 37.5 * LOG(C25) + 36.5 * LOG(C26) + 35.5 * LOG(C27) + 34.5 * LOG(C28) + 33.5 * LOG(C29) + 32.5 * LOG(C30) + 31.5 * LOG(C31) + 30.5 * LOG(C32) + 29.5 * LOG(C33) + 28.5 * LOG(C34) + 27.5 * LOG(C35) + 26.5 * LOG(C36) + 25.5 * LOG(C37) + 24.5 * LOG(C38) + 23.5 * LOG(C39) + 22.5 * LOG(C40) + 21.5 * LOG(C41) + 20.5 * LOG(C42) + 19.5 * LOG(C43) + 18.5 * LOG(C44) + 17.5 * LOG(C45) + 16.5 * LOG(C46) + 15.5 * LOG(C47) + 14.5 * LOG(C48) + 13.5 * LOG(C49) + 12.5 * LOG(C50) + 11.5 * LOG(C51) + 10.5 * LOG(C52) + 9.5 * LOG(C53) + 8.5 * LOG(C54) + 7.5 * LOG(C55) + 6.5 * LOG(C56) + 5.5 * LOG(C57) + 4.5 * LOG(C58) + 3.5 * LOG(C59) + 2.5 * LOG(C60) + 1.5 * LOG(C61) + 0.5 * LOG(C62) - 0.5 * LOG(C63) - 1.5 * LOG(C64) - 2.5 * LOG(C65) - 3.5 * LOG(C66) - 4.5 * LOG(C67) - 5.5 * LOG(C68) - 6.5 * LOG(C69) - 7.5 * LOG(C70) - 8.5 * LOG(C71) - 9.5 * LOG(C72) - 10.5 * LOG(C73) - 11.5 * LOG(C74) - 12.5 * LOG(C75) - 13.5 * LOG(C76) - 14.5 * LOG(C77) - 15.5 * LOG(C78) - 16.5 * LOG(C79) - 17.5 * LOG(C80) - 18.5 * LOG(C81) - 19.5 * LOG(C82) - 20.5 * LOG(C83) - 21.5 * LOG(C84) - 22.5 * LOG(C85) - 23.5 * LOG(C86) - 24.5 * LOG(C87) - 25.5 * LOG(C88) - 26.5 * LOG(C89) - 27.5 * LOG(C90) - 28.5 * LOG(C91) - 29.5 * LOG(C92) - 30.5 * LOG(C93) - 31.5 * LOG(C94) - 32.5 * LOG(C95) - 33.5 * LOG(C96) - 34.5 * LOG(C97) - 35.5 * LOG(C98) - 36.5 * LOG(C99) - 37.5 * LOG(C100) - 38.5 * LOG(C101) - 39.5 * LOG(C102) - 40.5 * LOG(C103) - 41.5 * LOG(C104) - 42.5 * LOG(C105) - 43.5 * LOG(C106) - 44.5 * LOG(C107) - 45.5 * LOG(C108) - 46.5 * LOG(C109) - 47.5 * LOG(C110) - 48.5 * LOG(C111) - 49.5 * LOG(C112) - 50.5 * LOG(C113) - 51.5 * LOG(C114) - 52.5 * LOG(C115) - 53.5 * LOG(C116) - 54.5 * LOG(C117) - 55.5 * LOG(C118) - 56.5 * LOG(C119) - 57.5 * LOG(C120) - 58.5 * LOG(C121) - 59.5 * LOG(C122) - 60.5 * LOG(C123) - 61.5 * LOG(C124) - 62.5 * LOG(C125)) / 166687.5) - 1)
You may wish to review the following:
Handy PCF example formulas to help you learn the syntax of PCFs!
How to create a Personal Criteria Forumula (PCF)
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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