Scanning with EMV

[Kim]

Hi,

I’m working through some of the new features in Optuma 2.0 and trying to understand EMV().

EMV() > 0

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EMV() > 0

The simple script above in Scanning Manager (on Russell 3000) produces  hundreds of matches if Date Range is Last Week or greater, but nothing if Date Range is Last Bar or Yesterday.

I don’t understand why it needs to be a multi-day scan?

Cheers

Kim

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[Matthew]

Hi,

It looks like the scanner doesn’t load enough historical data for the script to work when Last Bar / Yesterday is used.  We’ll get that looked at, in the meantime you can force the scanning manager to load more history by adjusting the script to the following:

EMV() > 0 and MA(STYLE=Exponential) > 0

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EMV() > 0 and MA(STYLE=Exponential) > 0

The second criteria will always pass (so it won’t skew the results), but an EMA will trigger the scan to load the full codes history allowing results to be returned using a date range of Last Bar.

• This reply was modified 2 years ago by Matthew.

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Kim

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