Skip items in explorarion

AFL Programming
1

I run an exploration using the Russell 1000. The calculations require 500 periods of data, but the are a lot of stocks in the index with shorter histories. I'd like to omit those stocks from the exploration. How may I do so?

Best regards,

 John
2

Ah, got it... Fltr is my friend.

minBars = 500;
enoughData = BarCount >= minBars;
Filter = enoughData;

John
2 Likes
3

Here is what I settled on:
minBars = longMA + 10;
calc = ROC(C, minBars);
valid = !IsNull(calc);
Filter = Status("lastbarinrange") AND valid;
This seem to work for all cases.

 John
1 Like