Hello: I have written a number of scans and would like to run them at specified dates, eg a month ago or a year ago. Is it possible to do this? My goal is to see how stocks that scanned well at a previous date have performed since then - sort of a backtest. Thank you!

No, EasyScan uses the latest data available. 

It occurred to me that you could shift the time by changing the "bars back" parameters. For example a formula for the slope of a 10-day log regression line would use parameters Log(C), Log(C1) ... up to Log(C9). This could be time-shifted by one month (21 bars) for example BY ADDING 21 TO EACH OF THESE PARAMETERS. The resulting formula would use Log(C21), Log(C22) ... up to Log(C30).

This would be easier if TC2000 allowed you to define a "constant" eg "D=21" for the time shift. Then the above formula could be written using something like Log(C.D), Log(C.D+1) ... up to Log(C.D+9). Thus you could change the time shift by merely changing the "D=21" constant.

Perhaps a better approach would be if TC2000 allowed the user to set a "Reference Date" to any date they want. Some systems - eg VectorVest - let you do this. Then you could run your scan unchanged at any date in the past.

Any comments or other ideas??

Your idea of changing the formulas will in fact work. You can even replace the bars ago parameters with dates in most instances (but you would need to change every bars ago parameter and not just set a date for the formula as a whole).

The same sort of thing can be done with conditions created by clicking on and indicator and selecting Create Scan Condition. What you do is add a 1 period moving average to the indicator or indicators involved with the Offset setting set to the number of bars ago of interest. Then you click on the offset 1 period moving averages to create the conditions instead of clicking on the parent indicators.

Thank you for your suggestion.

Morning Bruce,

I'm trying to view historical Monthly or Seasonal changes w/in ETF sectors using the following PCF:
100 * ((AVGC5 / AVGC21)  / 1 - 1)

1yr ago approx = 100 * ((AVGC5.252 / AVGC21.252)  / 1 - 1)
But > 1 yr data isn't available.

In order to view > 1yr of data, could I just as easity view the PCF.252  on a weekly chart to get an average of how that ETF performed over the past 5 years?

Or is there a better way to get at least 5 years of historical data of how an ETF performed 1 yr ago for the past 5 years?

Thank you in advance! 

 

There is no way to view older data in TC2000 v12/v16/v17 other than switching to a longer time frame (as you have already suggested).

One thing to keep in mind however if you switch from a daily time frame to a weekly time frame for example is that each bar will now be one week instead of one day and the formulas are written in bars and not days.

So something like:

100 * (AVGC5 / AVGC21 - 1)

Would need to become something like the following in order to cover similar time spans.

100 * (C / AVGC4 - 1)

And 100 * (AVGC5.252 / AVGC21.252 - 1) would need to become something more like:

100 * (C52 / AVGC4.52 - 1)

You would need at least a 3 day chart in order to get 5 years of data.