PDU > NDU ISSUES

[CAIHuang]

So you pretty much used the following (new additions highlighted in bold):

oc = NorgateOriginalCloseTimeSeries();
PF = oc;
PriceTog = ParamToggle(“Price Filter”,”Off|On”,1);
PF = ParamField(“Price Field”,6);
MinSP = Param(“Minimum Share Price – $”,10,0.00,1000,0.01);
MaxSP = Param(“Maximum Share Price – $”,100,0.00,2000,0.01);
MinMaxSP = PF >= MinSP AND PF <= MaxSP;
PriceFilt = IIf(PriceTog,MinMaxSP,1);

Instead of the LMS addition in module 11/27:

PriceTog = ParamToggle(“Price Filter”,”Off/On”,1);
CloseToggle = ParamToggle(“Close Price”, “Adjusted|Unadjusted”,0);
CP = IIf(CloseToggle,NorgateOriginalCloseTimeSeries(),Close);
MinSP = Param(“Minimum Share Price – $”,10,0.00,1000,0.01);
MaxSP = Param(“Maximum Share Price – $”,100,0.00,2000,0.01);
MInMaxSP = CP >= MinSP AND CP <= MaxSP;
PriceFilt = IIf(PriceTog,MinMaxSP,1);

Is there any difference between the two or does the:
oc = NorgateOriginalCloseTimeSeries();
PF = oc;
account for all changes to the PF?

Also where does one find out about the volume and turnover changes? I haven’t seen any in the LMS?

Cheers

[Stephen James]

Luke

The second piece of code from the LMS lets you switch between adjusted and unadjusted close. The first does not and it also uses PF twice – the second use normally overrides the first.

I have posted some filters with volume/turnover here:-

adjusted close

Changes will be made to the LMS content shortly.

[SaidBitar]

Luke Aram wrote:

So you pretty much used the following (new additions highlighted in bold):

oc = NorgateOriginalCloseTimeSeries();
PF = oc;
PriceTog = ParamToggle(“Price Filter”,”Off|On”,1);
PF = ParamField(“Price Field”,6);
MinSP = Param(“Minimum Share Price – $”,10,0.00,1000,0.01);
MaxSP = Param(“Maximum Share Price – $”,100,0.00,2000,0.01);
MinMaxSP = PF >= MinSP AND PF <= MaxSP;
PriceFilt = IIf(PriceTog,MinMaxSP,1);

Instead of the LMS addition in module 11/27:

PriceTog = ParamToggle(“Price Filter”,”Off/On”,1);
CloseToggle = ParamToggle(“Close Price”, “Adjusted|Unadjusted”,0);
CP = IIf(CloseToggle,NorgateOriginalCloseTimeSeries(),Close);
MinSP = Param(“Minimum Share Price – $”,10,0.00,1000,0.01);
MaxSP = Param(“Maximum Share Price – $”,100,0.00,2000,0.01);
MInMaxSP = CP >= MinSP AND CP <= MaxSP;
PriceFilt = IIf(PriceTog,MinMaxSP,1);

Is there any difference between the two or does the:
oc = NorgateOriginalCloseTimeSeries();
PF = oc;
account for all changes to the PF?

Also where does one find out about the volume and turnover changes? I haven’t seen any in the LMS?

Cheers

I changed last night to the code that Craig posted due to the fact that I like to pick what i want and not to hard code it

the only difference i made from the LMS that in the Backtest afl i selected Unadjusted by default and for the exploration file and the DDE i selected the adjusted

[ScottMcNab]

Wonder which one ATR references ?

[Stephen James]

Scott
Any AB indicators are going to reference the adjusted close unless you code it otherwise, but using the unadjusted close would distort the indicator.

[LeeDanello]

yep, You only need to reference the unadjusted close if you have a price filter that you wish to have your stocks chosen from ie between $1 to $10, otherwise don’t worry about it.

[TrentRothall]

If anyone’s AB stops displaying data be sure to follow the links in the “known issues” section of the NDU display.

Easily fixed

[Anonymous]

Thanks Trent, that potentially saved me a few hours of trying to figure what happened to my data

[Nick Radge]

aha! That’s what happened to me yesterday.

[LEONARDZIR]

Trent,
My thanks as well.
Fix worked fine
Len

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