Find the 5 lowest percentage dropping stocks of the Wealthlab-100
Author: marron
Creation Date: 7/11/2010 7:08 PM
profile picture

marron

#1
Hi Eugene or any WL masters,

Object: find the 5 lowest % dropping of the dataset, Wealthlad-100, intraday 30-60 base, within 2 weeks data range.

Something' s similar to your " Weak stock Rotation" (March 2010 Active Trader). However, "Weak stock rotation" is non-intraday.

Thanks.
profile picture

Cone

#2
It sounds like the same rotation strategy again, just with different indicator. In fact, Eugene went out of his way to show in the code comments that you only need to replace the indicator with a different one. You may also have to .Reverse the order of the sort. There's nothing else to it - EOD or Intraday.

The appropriate indicator for your strategy is just Highest.Series(ROC.Series..., and the period is dependent on the intraday interval - the number of bars in 2 weeks.
profile picture

Eugene

#3
Also, this has been on our Wealth-Lab Wiki FAQ for quite some time :)

FAQ | Strategies and WealthScript > Rotation strategies > I need other rotation rule other than the built-in RSI.