Hi, when I use the below script in the Signal Tester to further filter down a signal I receive results that do not make sense. I place my signal in the signal tester and then add the “AND” followed by the below script. To my surprise, the count of signal goes up when adding the below filter instead of down. Any idea what I am doing wrong? Thank you!
r1 = JDKRS(INDEX=SPY:US, DEFAULT=Ratio);
c1 = r1.Heading < 90;
c2 = r1.Heading >270;
c1 or c2
Thanks - what’s the other part of the script? Are the universe and time period being tested the same?
I ran a test on the NASDAQ 100 list using this setup:
with the following results, mostly as expected. However, there are several stocks in this list whose heading is >90 or < 270
This is a Daily RRG, all time frames are consistent, no overrides, but you can see several here with headings > 90
Here’s another result that may be pointing to an error in the data matrix cache. I closed out other open pages and re-ran the script. Several of those that were originally showing up in the Leading quadrant are now properly filtered out. Although MAR and SWKS are still seen with headings moving lower.
Michael:
One more thing regarding your boolean logic. You might need to add parenthesis around your “c1 or c2” so you don’t confuse the “AND” operator
For example:
c3 AND c1 OR c2
is not the same as
c3 AND (c1 OR c2)
Hope this helps