Hi All,

I would like to pull data for the largest gainers/losers on any given trading day (and the days surrounding them). However, I don't think that it would be valuable to accumulate multiple trading-days worth of gainers/losers into a single list, as I'm trying to study the securities on/near their days of large gain/loss.

Does anyone know of a good way to accomplish this?

Welcome to the forums Joseph

Unfortunately, auto-generation of DataSet that matches a criteria still isn't implemented in WLP. Furthermore, programmatic creation of a DataSet from Strategy code isn't very intuitive as the change would be reflected after restart of WLP. But your idea per se sounds interesting to me and I can think of a way to get it done in a WL Extension or Strategy. Let's clear up your objective first as the approach would depend on your answer:

1. Are you after a (temporary) DataSet of market movers for "today" i.e. during active trading session? There's a lot of web sites/services a script/extension could pull the data from to create such DataSet.

2. Or is your study of the stocks on/near their days of large gain/loss simply for purposes of backtesting? In this is the case, the new DataSet might not even be required as the data could be obtained from a bigger DataSet of your choice while applying the criteria on-the-fly in Strategy code.

QUOTE:
auto-generation of DataSet that matches a criteria still isn't implemented in WLP.

But this feature is already implemented via the Fidelity stock screener from their website. https://research2.fidelity.com/pi/stock-screener#strategies Once the Fidelity stock screener grabs the stock you're interested in, you can "selectively" (using the check boxes) add them to a Fidelity watch list (up to 50 stocks). From there, the WL Data Manager can import that website watch list into WL.

When in the Fidelity stock screener, go to the Price & Volatility category and select %Price Change Today and some other categories in the same grouping. That should get you started.

On a more personal note, I run the Fidelity stock screener everyday. The problem is it returns 600 stocks most of which WL already knows about. So I wrote a little command-line program to read the Excel spreadsheet the screener generates, compare that list with existing WL datasets, then write out a new WL dataset of stocks Wealth Lab does not already know about. I then use WL to screen this new dataset against my WL strategies.

It's been suggested I could install this code into the WL Data Manager (much like the Data Tool is done), and I have thought about doing that, see https://www.wealth-lab.com/Forum/Posts/Supplementing-existing-DataSets-with-new-stocks-from-Fidelity-screener-38596. Not a high priority though. But the command-line program works well. You just need to restart WL before it can recognize the new WL dataset.

QUOTE:
But this feature is already implemented

Good point Mark. Forgot about this exclusive feature as I don't work with WLP. And WLD lacks all the Fidelity data, order placement, symbol quarantine, and website watchlists.