Re: [EquisMetaStock Group] Comprehensive Exploration

["Roy Larsen" <rlarsen@xxxxxxxxxxxxxx>]

Hi Dusant

Cum("condition") is what works best for this sort of task. Combine that with
a date filter and you can count any event across any datatbase that you care
to set up.  Obviously you would need to force your exploration to cover the
required number of periods. Don't forget to use 5 times as many periodas
your longest MA if it is exponential.

This type of exercise is something that all of the Trade Equity explorations
do - they count $ profits, $ losses, # trades, bars in trades, or whatever.
The Explorer is a hugely under-rated data mining tool.

Setting my 'Date Filter' defaults to open a window for the appropriate
period would allow you to "AND" your condition with the filter and exclude
events outside the test period.

If you are counting the number of stocks above a certain MA then you also
need to count the stocks below it in another column, ofr you could count the
total bars for all stock scanned. Here are some ideas for your exploration
column.

{colA}
Cum(C>Mov(C,30,S) AND Fml("Date Filter"));

{colB}
Cum(C<Mov(C,30,S) AND Fml("Date Filter"));

{colC}
Cum(Fml("Date Filter"));

I guess you get the idea.

Regards

Roy


  {Date Filter}
StDay:=Input("   Start day",1,31,1);
StMnth:=Input("Start month",1,12,1);
StYear:=Input("Start year",1980,2002,1998);
EnDay:=Input("     End day",1,31,31);
EnMnth:=Input("  End month",1,12,12);
EnYear:=Input("  End year",1980,2002,2002);
If((Year() > StYear OR (Year()=StYear AND ((Month() > StMnth) OR
 (Month() = StMnth AND DayOfMonth() >= StDay)))) AND
(Year() < EnYear OR (Year()=EnYear AND ((Month() < EnMnth) OR
 (Month() = EnMnth AND DayOfMonth() <= EnDay)))) ,1,0);


----- Original Message ----- 
From: "Dusant" <cooldush@xxxxxxxxxxx>
To: <equismetastock@xxxxxxxxxxxxxxx>
Sent: Saturday, July 26, 2003 5:46 PM
Subject: [EquisMetaStock Group] Comprehensive Exploration


> Is it possible for me to run an exploration of all the stocks in my
> database and get a numeric report.
> I wanted to make a report for a month when the daily close is above or
> below a short term moving average.
> I know it can be done on a day to day basis, selecting the exploration
> for a specific date. What I was looking for is to do the exploration
> in one stroke.
> The idea is to determine the precentage of stocks above or below their
> 30 period moving average.
> Any help, most appreciated.
> Dusant
>
>
>
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