RRG Weekly and Monthly TF's

Optuma Scripting
1

Hi,

 

I'm wanting to display in an RRG Weekly scan, those GICS sectors that aren't in quadrant 2 (Lagging) on the weekly and monthly timeframe.

 

The weekly works fine but monthly JDKRS seems to have an issue - ideas?

 

//RRG1=JDKRS(DEFAULT=Quadrant, INDEX=XJO:ASX).Quadrant<>2;

RRG2=JDKRS(Month(PERIODAMOUNT=1), DEFAULT=Quadrant, INDEX=XJO:ASX).Quadrant<>2;

//RRGInd = RRG1 and RRG2 and (ISTICKER()==XEJ or ISTICKER()==XIJ or ISTICKER()==XEJ or ISTICKER()==XUJ or ISTICKER()==XHJ or ISTICKER()==XPJ or ISTICKER()==XXJ or ISTICKER()==XMJ or ISTICKER()==XNJ or ISTICKER()==XSJ or ISTICKER()==XTJ);

//RRGCheck = RRG1 and RRG2 and RRGInd;

//RRGCheck = RRG1 and RRGInd;

RRGCheck = RRG2;

RRGCheck

 

 

RRG-Weekly-and-Monthly-Scan.png
RRG-Weekly-and-Monthly-Scan.png1279×836 88.1 KB

2

Hi Darren

 

I'm only doing GICS indices.

 

Running this scan for XEJ produces zero results. I'd expect XEJ to appear - that's the issue?

 

Steve

 

 

3

See screen shot of results

RRG-Weekly-and-Monthly-Scan-Zero-results.png
RRG-Weekly-and-Monthly-Scan-Zero-results.png1198×309 32.9 KB

4

Hi Steven,

Monthly data is dated with the 1st of the month. The setting you have for a weekly scan doesn’t allow the data to go back far enough to include the monthly criteria (so nothing is passing).

Change the Date Range to Last Fortnight or Last Month (anything that will include the 1st) and you will see the scan returns results.

Ex7