StockFetcher Forums · General Discussion · Sort by weighted average<< >>Post Follow-up
5 posts
msg #117384
Ignore mrjas001
12/16/2013 9:27:24 PM

How can I sort on an average of several months Chg(%)?

e.g. 1mo Chg(%) + 3mo Chg(%) + 6mo Chg(%)+1yr Chg(%)

apply different weightings to each time period

4,388 posts
msg #117385
Ignore four
12/16/2013 10:22:22 PM

Remember all months do not have the same number of trading days
Using Kevin's idea of ROC and 21 days = 1 month, etc...

Perhaps this will get you started with the pattern (Used only 2 variables and both add to 100% -- z is the third variable)...
Remember only 2 items per SET. Another variable (ROC) will need to be created and then added to the z variable to get three weighted ROCs.

/* 1 month weighted at 80%*/

set{1m, roc(21,1) * .80}

/* 2 months weighted at 20%*/

set{2m, roc(42,1) * .20}

/* add them together */

set{z, 1m + 2m}

/* present column value of z */

add column z

/* present line chart of z */

draw z

StockFetcher Forums · General Discussion · Sort by weighted average<< >>Post Follow-up

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