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Help with ROC query

Any thoughts on how I might create a query to find stocks which rate of change was below X value (i.e. 30) in N months (and how to change to weeks or days)?

I mean::

I want to see all stocks who have ROC (rate of change) below 80 in the past 36 months i.e. (and how to be able to change to daily, weekly or monthly)

Thanks in advance.

Best Answer

  • markdmarkd mod
    Answer ✓
    Monthly ROC below 80 would be

    and [monthly ROC(36) < 80]

    If you want 36 days, leave out the "monthly" modifier. For 36 weeks, change "monthly" to "weekly".

    If you want to *convert* 36 months to weeks or days, so you are looking at (roughly) the same time span, you have to make an assumption about how many weeks are in a month - say, 4 - and how many days are in a month - maybe 20 or 21 -and multiply by 36. The hits for the converted scans should be pretty similar but there could be some differences because the starting values (first month close, first week close, first day close) will probably not be the same.


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