REIT Screener

This screen published as: MERGO.03

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Screen Description

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DEFINE _tempta = !([RSI-2]<90 and [MACD-osc]<-0.4*[APR-3] and [+DI]/[-DI]<1) and !( 0.185*[Rtn-1mo]+[Rtn-3d]-1.215*[Rtn-1d] < -[APR-3]*2.375) and !([RSI-2]>35 AND [RSI-14]>52 and [-DI]>[+DI]+3 and [ema-5]<[sma-10] )
DEFINE _cri = [apr-10]+0.583*[APR-5]-0.0115*[apr-3]
WHERE ([ADX]+0.95*[+DI])/[-DI] < 5.6
WHERE ([ADX]+0.98*[+DI])/[-DI] > 0.903
WHERE [APR-10]/[APR-63] < 2.1
WHERE [APR-5]/[APR-63] < 2
WHERE [ATR-21] > 0.6995*[APR-126]
WHERE [EMA-20] > 0.780*[sMA-200]
WHERE [EMA-5] < 1.95*[SMA-200]
WHERE [_tempta] = true
SORT desc [RSf]
MTR: VIXM : [RSI-2]>0.8 AND [RSI-2]<98.3 AND [RSf]>1.195 and !([MACD]>0 AND [MACD]>[MACD-sig]+[APR-3]*0.1245 and [apr-10]/[APR-21]<1.43) and !([MACD]<0 AND [MACD]<[MACD-sig]-[APR-5]*0.1815 and [+DI]>15 ) and !( [ADX]<17.4 and [+DI]>[-DI] and [ATR-21]/[price] <.155 and [rsi-14]<56) and !([RSI-14]>71.5 and [ADX]>27 and [ATR-21]/[price] <.185)

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Screen Name: MERGO.03

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Screen Definition

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Like: [EMA-5] > [EMA-200]

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Close as of Friday, Apr 04

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This Minimum Acceptable Return will force a screen position to cash when the rule equates to FALSE. Note this rule is applied after all filters and sort rules have been applied and will have the affect of reducing the number of holdings and will increase cash. It is generally used to set a minimum acceptable historical performance, like [Rtn-3mo] > VALUE([Rtn-3mo], TLT), which sets a minimum level for the 3-month return to the respective return of TLT. For more specifics and options see the user's guide.

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