#include_once “FormulasNorgate DataNorgate Data Functions.afl”
_SECTION_BEGIN (“Optional Price & Volume Filters”);
//=================================================================================
//Optional Price & Volume Filters
//=================================================================================
CloseToggle = ParamToggle(“Close Price”,”Adjusted|Unadjusted”,0);
CloseArray = IIf(CloseToggle,NorgateOriginalCloseTimeSeries(),Close);
VolumeToggle = ParamToggle(“Volume”,”Adjusted|Unadjusted”,0);
VolumeArray = IIf(VolumeToggle,NorgateOriginalVolumeTimeSeries(),Volume);
//———————————————————————————
PriceTog = ParamToggle(“Price Filter”,”Off|On”,0);
MinSP = Param(“Minimum Share Price – $”,5,0.00,1000,0.01);
MaxSP = Param(“Maximum Share Price – $”,100,0.00,2000,0.01);
MinMaxSP = CloseArray >= MinSP AND CloseArray <= MaxSP;
PriceFilt = IIf(PriceTog,MinMaxSP,1);
//---------------------------------------------------------------------------------
TOTog = ParamToggle("Turnover Filter","Off|On",0);
Turnover = CloseArray*VolumeArray;
MinTO = Param("Minimum Turnover - $",300000,0,10000000,1000);
TOMA = Param("Turnover MA",5,1,200,1);
AveTO = MA(Turnover,TOMA);
TOFilter = AveTO > MinTO AND Turnover > MinTO;
TOFilt = IIf(TOTog,TOFilter,1);
//———————————————————————————
VolTog = ParamToggle(“Volume Filter”,”Off|On”,0);
MinVol = Param(“Minimum Volume”,300000,0,10000000,1000);
VolFilter = VolumeArray > MinVol;
VolFilt = IIf(VolTog,VolFilter,1);
//———————————————————————————
AveVolTog = ParamToggle(“Average Volume Filter”,”Off|On”,0);
MinAveVol = Param(“Minimum Average Volume”,500000,0,10000000,1000);
AVPer = Param(“Volume EMA”,50,1,200,1);
AveVol = EMA(VolumeArray,AVPer) > MinAveVol;
AveVolFilt = IIf(AveVolTog,AveVol,1);
//———————————————————————————
OptFilt = PriceFilt AND TOFilt AND VolFilt AND AveVolFilt;
//=================================================================================
_SECTION_END();
