Looking for a "Historical Snapshot" stock screener

Discussion in 'Technical Analysis' started by cashonly, Sep 6, 2011.

  1. cashonly

    cashonly Bright Trading, LLC

    There are a lot of stock screeners out there that allow you to find stocks based on their current indicators for TODAY. One I like is Finviz:

    But what I'm looking for is a stock screener like this that I can put in a date in the past and run a screen based on technical indicators on that date. Basically, a "Historical Snapshot".

    Does anyone know of such a screener? (free if possible, but paid if not).


  2. dan1979


    Hardly can imagine how "historical snapshot" will be useful to you.
    Probably you are trying to assess how successful you would be if you
    applied your stock screening strategy to past data.
    If this is the case, it is worth using backtesting tools;
    for me the best one is:

  3. cashonly

    cashonly Bright Trading, LLC

    The way you pose it makes so much sense... kinda kicking myself for not thinking of it in those terms!

    I'll check out MarketInOut... looks like it has some potential for some Q&D backtests.



  4. Amber40


    Thank you dan1979,
    I checked http://www.marketinout.com/ and have to admit that I am impressed. Plenty of indicators and combinations. Being able to search forex pairs is a great feature as well.
  5. SGalyo


    How's this screening set up of variables for a value investor:

    1. Market cap > $500 million; and
    2. Return on Equity > 10%; and
    3. Debt /Equity Ratio < 50%
    4. Pays a dividend.

    This should throw up companies of decent size, low debt, good profitability and reliable earnings record.
  6. dan1979


    I would replace #4 criterion with:

    ROE, 5-Year Avg >= 7
  7. jupiter12


    Why don't you just screen for your signal and WAIT for some days? But probably what you need is Backtest tool?
  8. Are you talking about historical fundamental data? Compustat point in time has it, but it's institutional-expensive. Necessary because firms revise their numbers retroactively, and you'd be backtesting on data not available at the time.
  9. There's a program called StockVision Market Replay which lets you run screens on any past day in the last year or so (and you can specify the exact time each day too). It's not free but the program doesn't cost much and is a great deal in my opinion.
  10. iqfox


    Yes fundamental data comes with delay but it does not make a problem because backtester would run on the data available on a date in the past. No differences between backtest and real trade here. By today you also have delayed data but can analyze it. If it's retroactively changed, you use updated values, etc. Backtester knows when "data was available" and do not "look in future"
    #10     Jun 1, 2012