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. https://gtr1.net/2013/?~Nas::nas100.a:et1
B2. 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
https://gtr1.net/2013/?~NasBig20::nas100.a:et1:min...
B6. Congratulations, you've used a calculated field.
B7. Name and save your screen: NasBig20
https://gtr1.net/2013/?~NasBig20::nas100.a:et1:min...

A spreadsheet listing calculated fields is useful. Just copy and paste when needed. For example: https://yorickm.com/Message.php?pid=35092774

Mechanical Investing FAQ

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