Replacing value for the last 100 bars (end of day data)

Replacing value for the last 100 bars (end of day data)

Christophe
2017-02-07 05:23:35

Hi all,

I have two questions regarding replacing value:
(I could not find an answer on the site)

1. I have a stock (ie. MSFT) and I would like to replace its value for the last 100 bars by the value of another stock (ie. SP500). I assume I have to create a composite based on MSFT, except for the last 100 bars where it will be SP500 value. Do you know how if it is feasible in Quantshare?

2. Same but except that instead of having SP500 value for the last 100 bars, I would like to replace MSFT value by SP500 rate of change applied to MSFT stock for the last 100 bars. I also assume that I have to create a composite.

Here is an example what the composite (C1) would look like:

Before the last 100 bars, the composite C1 has MSFT value.
At bar -102 of C1, C1 has MSFT value
At bar -101 of C1, C1 has MSFT value
At bar -100 of C1: if SP500 moves up 1%, I would like C1 to be up by 1%.
At bar -99 of C1, if SP500 moves up 2%, I would like C1 to be up by 2%
At bar -98 of C1, if SP500 moves down 1%, I would like C1 to be down by 1%

Do you know how if it is feasible in Quantshare?

I assume that considering its complexity, it has to be done in composite instead of indicators.

Please let me know if my request is not clear.

Thanks for your help.

Christophe

QuantShare
2017-02-07 07:02:41

Hi Christophe,

Yes it can be done using the composite tool or using the script editor (Tools -> Script Editor).
Probably easier with the composite tool.

If you just want to display the data (not creating a ticker symbol), you can use QS formula to plot that.

Example:

pass = (TotalBars() - count()) < 100;
o = iff(pass, getseries("spy", open, LastData), open);
c = ....
h = ....
l = ...
PlotCandleStick1(o, h, l, c, "", colorRed, StyleSymbolNone);

Christophe
2017-02-09 07:20:40

Hi,

Thank you for your answer. Based on your input, I was able to create a composite to replace value:

temp1 = GetSeries('^GSPC', Close);
temp2 = GetSeries('^FCHI', Close);
pass = (TotalBars() - count()) < 100;
composite = iff(pass, temp2, temp1);

I have two questions:

1. pass = (TotalBars() - count()) < 100; is Quantshare language. How can it be written in C? (for script)

2. Is there a way to add to a composite the previous value of the composite?

Example: In this case, it does not add the previous composite value. The result is always 3
composite = 1;
temp1 = 2;
composite = ref(composite,1) +temp1;

Thank you for your help.

Christophe

QuantShare
2017-02-09 11:55:22

1/ Yes, QuantShare language. This is how composites are created. You can create advanced ones using C# based script by clicking on the script button next to the formula editor.

Check our documentation for more information.

2/ You should create a C# script for that

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