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Author: lholger Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: of 253168  
Subject: Re: Trying to Replicate PIH_CSO using SIPRO in G Date: 2/27/2013 2:05 AM
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Just a quick note. You are apparently requiring that the daily dollar
volume is greater than 60 000 in step 4 by calculating:

product(sprc,av63.a) > 60000

I'm pretty sure that this is a bug, because you should not mix
".a"-fields with linearized "g" fields in the same step. av63.a uses
actual prices, whereas the sprc is based on g-prices which are in
linearized units. mungofitch explained the same thing recently in
his post # 239859. Therefore, I think you should replace this with:

product(aprc,av63.a) > 60000

Although this seems to have very little effect to the screen itself.
Note also that, JimZipCode defined the same requirement in radiscript:

Create [DollarVolumeMonthlyLastQ] : [SI Price]*[SI Volume--Average Monthly 3m]
Keep :[DollarVolumeMonthlyLastQ]>60000


Just as the name "DollarVolumeMontlyLastQ" implies, this requirement
actually does not filter stocks based on daily dollar volume like
you do. Rather, if I read JimZipCode's radiscript correctly, this
requirement filters out all stocks except those whose average *monthly*
dollar volume during the last 3 months have been greater than
60000. I'm not sure if this step makes much sense, but if you wan't to
follow the JimZipCode's original radiscript accurately, you should
probably change your step 4 to something like:

product(21,product(sprc,av63.a)) > 60000
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