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                                                   Previous day value for indicator in Screener?

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William Turner
2017-01-12 16:32:39


Hi, how would I need to code the Formula Filter in Screener to get the previous day's Macd(close) in a rule? I want to look at today's Macd(close) compared to yesterday's Macd(close). Thanks


QuantShare
2017-01-14 03:52:23

  0

Hi, You should use the "ref" function.

Example:
a = macd() > ref(macd(), 1) ;

or
a = macd();
b = a > ref(a, 1);

Please check this blog post:
http://www.quantshare.com/sa-499-quantshare-programming-language-tutorial



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