No. of Recommendations: 7
Nasdaq is specified by:
iflt(linear(1,ord(1),-1,date2ord(19731217)),0,3,excd.a)et3
[NHNLDiff]
step0 restricts to Nasdaq listed: [Exchange Code] == 3
step1 restricts to "Russell-eligible stocks": [Security Type] == 10,11,18,48
Author: rgearyiii
Subject: Re: Nasdaq NH/NL
Date: 8/26/2019
"... The design is to use the stocks that I use, which happens to be very close to FTSE/Russell-eligible stocks, so I describe them as such for ease of communication. ...
6. Perhaps most importantly, judging by how bullish $NAHL remained through the end of July, I`d say StockCharts is not applying any crap filters to NASDAQ securities because it would have taken an awful lot of new highs from bond-like securities to keep it propped up like that. Using the entire exchange for $NAHL may work fine most of the time, but for now, it`s broken IMO."
https://yorickm.com/Message.php?pid=34281772Author: rgearyiii
Subject: Russell 2000 Not Torpedoed
Date: 2/19/2014
"1. Preferred stock, structured products, exchange-traded notes, exchange-traded debt, warrants, rights, and OTC pink sheet and bulletin board stocks are all excluded by Russell, and are excluded by definition from the GTR1 universe.
2. Closed-End Funds, Exchange-Traded Funds and Unit Trusts are excluded with styp.a.
3. Russell includes REITs as long as they don`t distribute unrelated business income (a tax nightmare for otherwise tax-exempt investment entities); I simply include all REITs. ..."
https://yorickm.com/Message.php?pid=31125719https://gtr1.net/2013/?~zgIWM_20140219_rgearyiii:l...Command Translation [NHNLDiff]
step0: [[1*[Mkt Date as Ordinal; lag=0 days] - 1*[19731217 as market date ordinal 13271]] < 0 ? 3 : [Exchange Code; lag=0 days]] == 3
step1: [Security Type; lag=0 days] == 10,11,18,48
step2: [Mkt Days Since Security Opened; lag=0 days] >= 252
step3: [Rank by [Share Class #; lag=0 days] (Asc), grouped by [Permanent Company ID; lag=0 days], at step3] == 1
gtr1.net: GTR1 Backtester 