dune
4 posts
msg #98896
- Ignore dune |
2/3/2011 10:24:25 PM
Newbie to SF and have tried to set this up without success. I'm sure it will be easy for one of you pro's?
I'm looking for a filter that sorts out cumulative % returns over periods of time. Specifically:
cumulative rate of return over 1 day + 5 days + 10 days
Any help would be appreciated. Thanks!
|
dwiggains
441 posts
msg #98900
- Ignore dwiggains |
2/4/2011 5:10:27 AM
Is this what you mean??
Good luck
See ya
David
|
dune
4 posts
msg #98902
- Ignore dune
modified |
2/4/2011 6:35:40 AM
Thanks David but not exactly what I'm looking for.
What I'm trying to do is search the ETF universe to rank ETF's according to their cumulative % rate of return over 3 distinct periods as follows:
% return over 1 day + % return over 5 days + % return over 10 days
The % rates of return over these periods would be added together to get a sum total. These ETF's would then be ranked from the top 1+5+10% returning ETF to the bottom 1+5+10% returning ETF.
Ideally the scan would result in identifying ETF's that are rotating into strength over the near term (as the scan would tend to be front end loaded due to the 1 day % return also being reflected in the 5 day/10 day % returns).
Thanks
|
dwiggains
441 posts
msg #98903
- Ignore dwiggains |
2/4/2011 8:52:37 AM
Hi
I think this will help.
Market is ETF --- you play with volume.
This one will give you the dollar up.
This one will give the the Percentage up.
Percentage up and removed the a and b columns. No real need.
Good luck
See ya
David
|
welliott111
98 posts
msg #98911
- Ignore welliott111 |
2/4/2011 1:02:33 PM
etf
set{v1,close minus close 1 day ago}
set{1day,v1/close 1 day ago}
add column 1day
set{v5,close minus close 5 days ago}
set{5day,v5/close 5 day ago}
add column 5day
set{v10,close minus close 10 day ago}
set{10day,v10/close 10 day ago}
add column 10day
set{v15,1day plus 5day}
set{total,v15 plus 10day}
set{total%,total * 100}
add column total%
sort column 8 descending
|
Kevin_in_GA
4,599 posts
msg #98914
- Ignore Kevin_in_GA |
2/4/2011 3:51:08 PM
http://www.etfreplay.com/screener.aspx
|