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bf9627
Posted : Tuesday, April 17, 2012 12:36:57 PM
Registered User
Joined: 9/14/2009
Posts: 15

Good Morning-

I need a condition to add to my scan. I would like to use my scan on various historical dates to review results. Example I've created a condition (c14) to scan the closes 14 days ago. When I add the condition to the scan the the edit condition box opens : is between,  ranks, greater than, less than, AND minimum and maximum. I've tried different combo's but no scan results out of ALL US Common Stocks. I must have created a bad condition formula

How to I write a condition to add to scan days back or specific dates.

THank You

Bill

   

Bruce_L
Posted : Tuesday, April 17, 2012 1:03:46 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

I cannot tell for sure from your post what steps you have tried exactly.

My best guess is that you created a Condition Formula (it would actually get saved as an Indicator Formula) using the following:

C14

And that when you add this Indicator Formula to an EasyScan as the only Condition, you get the following options: Ranks, Is Between, Greater Than & Less Than (with Minimum and Maximum displayed when Is Betwen is selected).

Up until this point, I seem to be able to reproduce your results.

However, when I use US Common Stocks as the List to Scan in an EasyScan with your Indicator Formula used as an EasyScan Condition with almost any combination of valid settings for a stock which I could come up with, I got stocks listed in the Results tab.

If these are in fact the steps you followed but you are not getting any results, please contact technical support.

All e-mail communication sent to support@worden.com during business hours (Monday through Friday 9AM-11PM and Saturday and Sunday 9AM-3PM ET) should be answered within 20 minutes of arrival.

For an even quicker response to tech support questions, we recommend calling our voice line at (919) 408-0542 (there is no phone support on Sundays, some Market Holidays or after 9PM ET on weekdays).

You can also contact us using Live Chat Support during business hours.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
bf9627
Posted : Tuesday, April 17, 2012 1:31:18 PM
Registered User
Joined: 9/14/2009
Posts: 15

Hi Bruce -

Thank you for responding so quickly. 

I would like to add an historical date condition to my scan. I will need to change the historical date(s) frequently.

Would you help create this condition to add to my scan.

Thank you for your help, Bill

Bruce_L
Posted : Tuesday, April 17, 2012 1:36:03 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

As noted in my previous response, I was not able to reproduce your results if I correctly described what you had already tried. If you aren't getting any symbols from your EasyScan, you need to contact technical support as directed.

If you are asking how to set up a specific EasyScan, I really can't help you much without more details.

TC2000 version 12.1 does not have any built in backtesting features.

It is possible to visually backtest the technical (but not fundamental) portions of a scan using a Custom PCF % True Indicator. You could just use the current version of the formula as a Custom PCF % True Indicator and scroll back to the appropriate date to see if there was a spike using Pointer Mode (select the period key (.) on your keyboard to bring up Pointer Mode, selecting it again twice will disable Pointer Mode).

It is also possible to write Personal Criteria Formulas based on past dates (again, this is only for technicals). You may wish to review the following section of the Online Help Files:

Days Ago parameter

There are two distinct ways to use historical data with Personal Criteria Formulas.

Any criteria can be used to scan X number of days back by adding '.XX' where XX is equal to the number of market days past to calculate for. An example of this is (AVGC21.21), which is a 21 day moving average 21 of close, 21 days ago. This use of historical data always refers to the market day XX number of days ago (in this case, 21). If you wish to use a specific date’s data, use the option detailed below.

The other method of using historical data is by specifying a precise date in history to use. For example, (AVGC21.'11/13/08') will provide a 21 day moving average of close for November 13, 2008 (the period should be used in cases where the first method requires a period and not used when the first method does not use a period). Always confirm that the date you wish to use using this parameter was a market day.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
bf9627
Posted : Wednesday, April 18, 2012 1:51:21 PM
Registered User
Joined: 9/14/2009
Posts: 15

Hi Bruce- Please let's try this again.

I hope this qusetion helps clarify my need.

I have created an technical easy scan. The scan works great for the current time period. 

I would like to add a condition to scan to produce results for a specific date or days back

Example: what stock(s) would have met the criteria on say April 10, 2012 or say 10 days back.

is this possible in TC 2000.1.4472 ? If it is possbile   what would be a sample condition formula. 

Would stockfinder 5.1 be able accomplish this if TC can not 

My EasyScan:

moving average 200 price history below price-daily

volume 90-day between 400000.00 and 100000000.00 - daily

price history between 5.00 and 100.00-daily

wilder's RSI 2 <10 -daily

Price history above Avg 50- daily.

Thank you again.

Bill

 

Bruce_L
Posted : Wednesday, April 18, 2012 2:13:42 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

You cannot just check for to see if an EasyScan was true in the past.

You can recreate the EasyScan Conditions to be based on past instead of current values.

Most of your EasyScan Conditions seem to have been created by clicking on the chart are adding a built in criteria.

To get past results from charted indicators, add a 1-Period Simple Moving Average to the indicator with the Offset set to the number of bars ago for which you want to check. Then click on the Moving Average instead of the indicator it is based upon to create your Condition.

There is no way to get past values of the built in criteria, but many of them can be recreated on the chart.

We can also create Condition Formulas for some Conditions. All of your Conditions can be created as Condition Formulas. A Condition Formula for the current version of all of the Conditions in your EasyScan could be written as (the Conditions are in order):

AVGC200 < C AND 400000 <= AVGV90 AND AVGV90 <= 100000000 AND 5 <= C AND C <= 100 AND 50 * (C - XAVGC3.1) / 2 / (.500030519440884 * (ABS(C - C1) + .5 * (ABS(C1 - C2) + .5 * (ABS(C2 - C3) + .5 * (ABS(C3 - C4) + .5 * (ABS(C4 - C5) + .5 * (ABS(C5 - C6) + .5 * (ABS(C6 - C7) + .5 * (ABS(C7 - C8) + .5 * (ABS(C8 - C9) + .5 * (ABS(C9 - C10) + .5 * (ABS(C10 - C11) + .5 * (ABS(C11 - C12) + .5 * (ABS(C12 - C13) + .5 * (ABS(C13 - C14)))))))))))))))) + 50 < 10 AND C > AVGC50

You could use the above formula as the Boolean Formula in a Custom PCF % True indicator to see if it was true on the chart for a past date when looking at an individual symbol.

We can add bars ago parameters to all of these values to get the results from 10-bars ago which could be used as an EasyScan Condition:

AVGC200.10 < C10 AND 400000 <= AVGV90.10 AND AVGV90.10 <= 100000000 AND 5 <= C10 AND C10 <= 100 AND 50 * (C10 - XAVGC3.11) / 2 / (.500030519440884 * (ABS(C10 - C11) + .5 * (ABS(C11 - C12) + .5 * (ABS(C12 - C13) + .5 * (ABS(C13 - C14) + .5 * (ABS(C14 - C15) + .5 * (ABS(C15 - C16) + .5 * (ABS(C16 - C17) + .5 * (ABS(C17 - C18) + .5 * (ABS(C18 - C19) + .5 * (ABS(C19 - C20) + .5 * (ABS(C20 - C21) + .5 * (ABS(C21 - C22) + .5 * (ABS(C22 - C23) + .5 * (ABS(C23 - C24)))))))))))))))) + 50 < 10 AND C10 > AVGC50.10

Or we can use dates in place of the bars ago parameters to get results from April 10, 2012 which could be used as an EasyScan Condition:

AVGC200.'04/10/2012' < C'04/10/2012' AND 400000 <= AVGV90.'04/10/2012' AND AVGV90.'04/10/2012' <= 100000000 AND 5 <= C'04/10/2012' AND C'04/10/2012' <= 100 AND 50 * (C'04/10/2012' - XAVGC3.'04/09/2012') / 2 / (.500030519440884 * (ABS(C'04/10/2012' - C'04/09/2012') + .5 * (ABS(C'04/09/2012' - C'04/05/2012') + .5 * (ABS(C'04/05/2012' - C'04/04/2012') + .5 * (ABS(C'04/04/2012' - C'04/03/2012') + .5 * (ABS(C'04/03/2012' - C'04/02/2012') + .5 * (ABS(C'04/02/2012' - C'03/30/2012') + .5 * (ABS(C'03/30/2012' - C'03/29/2012') + .5 * (ABS(C'03/29/2012' - C'03/28/2012') + .5 * (ABS(C'03/28/2012' - C'03/27/2012') + .5 * (ABS(C'03/27/2012' - C'03/26/2012') + .5 * (ABS(C'03/26/2012' - C'03/23/2012') + .5 * (ABS(C'03/23/2012' - C'03/22/2012') + .5 * (ABS(C'03/22/2012' - C'03/21/2012') + .5 * (ABS(C'03/21/2012' - C'03/20/2012')))))))))))))))) + 50 < 10 AND C'04/10/2012' > AVGC50.'04/10/2012'

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-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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