custom field value is function beta sma

custom field value is function beta sma

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Bob Parsons
2013-09-08 17:58:35

Hello,

Any suggestions on how to calculate % change, 20 day moving average, and beta (based on 252 trading days, S&P500 as benchmark index) and add these calculations to the quotes database for each symbol? I would like to export the quotes from the quotes database as well as these indicators to a csv file using the script editor (currently i have a script to do this for all the fields in quotes, but i can't figure out how to add custom fields to the quotes database and add custom functions for a custom field. Any help would be greatly appreciated, thanks.

QuantShare
2013-09-09 19:17:52

Hi Bob,

You can calculate these indicators in the script editor and export them like you do with the quotes database.

Here is how to calculate the % change 20-day MA:
Parser parser = ParserTool.CreateParser("a = perf(sma(20), 1);");
// Loop through each symbol
Report report = parser.Parse("Symbol Name", 1, true);
double[] data1 = report.GetArray("a");

For the beta, you can do the same but first you must download the beta indicator: Beta

Beta (by Stefan Kroscen, uploaded several months ago)

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