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Know the value of a variable that is most represented over a given period.

User12345
User12345 ✭
in Market Analysis
Hello everyone,

I'd like to ask you if you know of any methods and/or sources for finding out, for a given market/sector..., the value of a variable that is the most represented over a given period.

- For example, to know on a given date what was the most represented price on all S&P 500 stocks.

- Another example, to find out on a given date what was the most represented ATR value on all S&P 500 stocks.

Thank you in advance for your answers.

Comments

  • markd
    markd mod
    edited March 9
    Not sure what you mean by "most represented" -

    do you mean most frequently occurring?

    The scan engine only returns symbols, not numbers, so you can't do counts in a scan.

    But, you can include a "rank by" statement in your scan that will display the requested values in order on the results page, if that helps.

    An example:

    [group is sp500]

    rank by close

    Another example:

    [group is sp500]

    rank by ATR(14)

    For actual counts, you could try downloading the scan results as a .csv file (download button at the top of results page), importing it into Excel or another spreadsheet, and using a function like COUNTIF( ) or COUNTIFS( ). Or maybe functions for average, mean, mode, etc.

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