Subject: Re: new screen based on Nasdaq100
If I change the date 19731217 to some later but still valid date, I assume that means that before that date all stocks will pass, and only after than date must they be NASDAQ stocks.
Correct?
A fine idea, but gtr1 rejects it:
"Field function 'date2ord' requires exactly one constant argument equal to a valid market date between 19211230 and 20250527."
gtr1 accepts this version of your idea:
step0: if(linear(1,ord(1),-1,date2ord(19731217))<30010203,3,excd.a) = 3
http://gtr1.net/2013/?~NHNLa1:...
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Some kind of version control or naming convention is needed. The original BCC uses [NHNLDiff]. With the change to include all exchanges, I changed the name to [NHNLa1]. Counts passing each step for [NHNLDiff]:
Create [NHNLDiff]: [1*[PcntNHC252WMA9] - 1*[PcntNLC252WMA9]]
step0: [[1*[Mkt Date as Ordinal] - 1*[19731217 as market date ordinal 13271]] < 0 ? 3 : [Exchange Code]] == 3
step1: [Security Type] == 10,11,18,48
step2: [Mkt Days Since Security Opened] >= 252
step3: [Rank by [Share Class #] (Asc), grouped by [Permanent Company ID], at step3] == 1
Date Active step0 step1 step2 step3
19291231 720 720 697 588 582
19391229 781 781 763 745 741
19491230 990 990 971 944 943
19591231 1087 1087 1060 1021 1021
19691231 2316 2316 2231 2019 2011
19791231 4819 2420 2334 2112 2106
19891229 6813 4250 3945 3584 3550
19991231 8363 4810 4352 3823 3798
20091231 6558 2849 2477 2403 2378
20191231 7583 3128 2185 2058 2032
20250527 9952 4146 2360 2269 2247
========================
Counts passing each step for [NHNLa1]:
Create [NHNLa1]: [1*[PcntNHC252WMA9] - 1*[PcntNLC252WMA9]]
step0: [[1*[Mkt Date as Ordinal] - 1*[19731217 as market date ordinal 13271]] < 3.00102e+07 ? 3 : [Exchange Code]] == 3
step1: [Security Type] == 10,11,18,48
step2: [Mkt Days Since Security Opened] >= 252
step3: [Rank by [Share Class #] (Asc), grouped by [Permanent Company ID], at step3] == 1
Date Active step0 step1 step2 step3
19291231 720 720 697 588 582
19391229 781 781 763 745 741
19491230 990 990 971 944 943
19591231 1087 1087 1060 1021 1021
19691231 2316 2316 2231 2019 2011
19791231 4819 4819 4608 4376 4361
19891229 6813 6813 5982 5573 5501
19991231 8363 8363 6864 6224 6145
20091231 6558 6558 4235 4100 4047
20191231 7583 7583 3758 3593 3547
20250527 9952 9952 3920 3784 3743
======================
Another possible version [NHNLa2] focuses on high liquidity stocks. I expect stocks with higher trading volume and higher market cap to have more information in the price.
Create [NHNLa2]: [1*[PcntNHC252WMA9] - 1*[PcntNLC252WMA9]]
step0: [Security Type] == 10,11,12,18,30,31,48
step1: [Mkt Days Since Security Opened] >= 253
step2: [Average dollar-volume over 63 days] > 0
step3: [Average dollar-volume over 63 days] Top 50%
step4: [Rank by [Share Class #] (Asc), grouped by [Permanent Company ID], at step4] == 1
step5: [MktCap] Top 1500
Date Active step0 step1 step2 step3 step4 step5
19291231 720 712 601 601 300 297 297
19391229 781 772 754 754 377 374 374
19491230 990 981 952 952 476 476 476
19591231 1087 1076 1037 1037 518 518 518
19691231 2316 2287 2074 2074 1037 1037 1037
19791231 4819 4734 4497 2332 1166 1164 1164
19891229 6813 6390 5935 5934 2967 2942 1500
19991231 8363 7743 7011 7011 3505 3481 1500
20091231 6558 4964 4797 4797 2398 2386 1500
20191231 7583 4684 4433 4433 2216 2203 1500
20250527 9952 5228 4950 4950 2475 2461 1500
http://gtr1.net/2013/?~NHNLa2:...