custom field value is function beta sma

custom field value is function beta sma

Back to threads - Tags: --

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)

No notes

Get more messages

No more messages

Back


Trading Items Sum of a Custom Database's Field Advanced Quotes and Custom Databases Function News parser function Lagged Data From a Custom Database Indicator/Price Value on a Specific Trading Date	How-to Lessons How to quickly select stocks based on the last value of a databas... How to create a custom trendline How to add custom position-based metrics to your trading system How to use a custom drawing tool How to create a custom trading indicator
Related Forum Threads Monthly/weekly summation for a custom database field Problem with performance calculation in custom function Candle Stick Ratio Plot custom function Custom Fitness function in Ranking System Manager Passing date variable from custom drawing tools to custom functio...	Blog Posts Custom Indicator: Relative Strength How to Create a Custom Real-Time Table using QS Trading Software How to create market indicators using the composite function - Pa... Trading System Analysis: Backtesting report and custom measures The custom trading indicators tool explained