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Jim Dean

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Joined: 9/21/2006
Location: L'ville, GA

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Subject : RE: Omniscan to filter out sector / industry group
Posted : 3/4/2021 3:29 PM
Post #47948 - In reply to #47947

That is part of the method that I was planning to use, to identify what sector, etc a given stock was in. It should work ok for daily bars - but to avoid coincidences, I’d suggest checking the Open instead of the Close … also, check the prior bar’s Close since if the most recent download is midday, the Close might change. Checking two prices using that method should work. For intraday, you’d have to use the new timeframe-shift functions to check daily bars, since afaik, the ZG’s aren’t calc’d for intraday bars.

There’s also a way to search for the highest ranks for Zacks sectors etc and exclude symbols unless they are in that universe. Unfortunately, unless some tricksy code is used, any function that does that will likely run pretty slowly.
Deleting message 47948 : RE: Omniscan to filter out sector / industry group


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