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This screen published as: essai15-soxl

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 CAGRStandard
Deviation
Ulcer
Index
Exposure
Model0.00.00.00.0%
0.00.00.0100.0%
Other Holdings: 0
Update Cycle:21 days
From to .
Screen Description
GRP: Symbol List (show/hide)
DEFINE _critere = (-0.02555*[Rtn-6mo]/[ApR-21]) +(-0.21015*[Rtn-4mo]+[Rtn-3mo]+0.014*[Rtn-10d]-[Rtn-5d]*0.1755)/([ApR-21])
DEFINE _cri = ([apr-10]+0.583*[APR-5]-0.0115*[apr-3])
DEFINE _condition = !([MACD]< 0 AND [MACD]>[MACD-sig]+[APR-5]*0.045) and !([MACD]>0 AND [MACD]<[MACD-sig]-[APR-5]*0.67) and [_cri] > 1.009 and [RRS-10] > -98.25 and [-DI] > 3.25 and [$vol-21]>55000 and [APR-5]/[APR-63]>0.51 and [ATR-21] > 0.8775 and [APR-10]/[APR-63]<1.8866 and [ATR-21]/[APR-63]< 2.441 and [APR-63]>0.6908
WHERE ([ADX]+0.979*[+DI])/[-DI] > 1.030
WHERE [APR-10]/[APR-63] > 0.6775
WHERE [ATR-21]/[APR-63] > 0.749
WHERE [EMA-5] < 1.2785*[sMA-200]
WHERE [Pct-Low] > 10.4
WHERE [Rtn-6mo] > [volaty-6mo]*3.64-210
WHERE [SMA-50] > 1.0176*[SMA-200]
WHERE [_condition] = true
SORT desc [_critere]
MTR: ZIV : ( ([RSI-2]*pow([RSI-14],0.49) > 60.4) ) and (([ADX]+0.9775*[+DI])/[-DI]>0.993 and [APR-10]/[APR-63]> 0.579 and [ATR-21]< 6.9) AND !([MACD]< 0 AND [MACD]>[MACD-sig]+[APR-5]*0.270) and !([MACD]>0 AND [MACD]<[MACD-sig]-[APR-5]*0.33)

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Screen Name: essai15-soxl

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