Piotroski Score - Fundamental Indicator
Author: sedelstein
Creation Date: 9/20/2013 5:25 PM
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sedelstein

#1
I usually don't do much with fundamental analysis but I ran across something called the Piotroski score
http://www.grahaminvestor.com/articles/quantitative-tools/the-piotroski-score/

I've never coded any WL using the fundamental data before and in the interest of giving back to the WL community after a few bone-headed posts, I've decided to share.

Here is the code. Ideally, it would be good to have it as a function call. I've yet to test it in a strategy.

Comments (especially code improvements) appreciated.

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Eugene

#2
Thanks for sharing your work with the community, Steve.

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Check out FundamentalDataSeriesAnnual in the QuickRef that does the summing automatically.

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Note the offset parameter of FundamentalDataSeriesAnnual that I think might make this code look more intuitve.