No. of Recommendations: 7
Now you want to filter based on Market Cap. Market Cap is a calculated field, and so a formula is needed. Formulas should only use fields and prices from the same data source (for example .a and aprc). The Market Cap formulas are:
MktCapS: product(sprc,shraq1.s)
MktCapC: product(cprc,cshoq1d.c)
MktCapA: linear(0.000001,product(aprc,if(styp.a=30!31,sho.a,cso.a)))
B1. Go to the {Nas} screen.
gtr1.net: GTR1 Backtester - NasB2. Click the Free-Form button.
B3. Copy and Paste the 3 Market Cap formula into the Field Labels box.
B4. Paste the following formula into the Steps box on a new line.
min(MktCapS,MktCapC,MktCapA) top 20
B5. Run Backtest
gtr1.net: GTR1 Backtester - NasBig20B6. Congratulations, you've used a calculated field.
B7. Name and save your screen: NasBig20
gtr1.net: GTR1 Backtester - NasBig20A spreadsheet listing calculated fields is useful. Just copy and paste when needed. For example:
https://yorickm.com/Message.php?pid=35092774