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Kiran
2017-06-03 00:31:05
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Want to use Earning surprise (from the eCal database populated by Historic Earnings Calendar data source) as a factor in the Ranking System Analyzer.
However, I need to normalize it (using formula below) to reflect same date for after-market and next-day-before-market releases.
How do i enter such a multi-line formula as a node for the Ranking System Analyzer, so i can get the performance buckets in the Ranking System Analyzer?
eS = getdata('earnings_cal', 'surprise', Zero);
eS1 = NantoZero(eS,1);
e_time = GetDataString('earnings_cal', 'etime', '');
amc = stringequal(e_time,"After Market Close");
bmo = stringequal(e_time, "Before Market Open");
eSurprise = ref(eS1,-1)*ref(bmo,-1) + eS1*amc; //
thx
Kiran
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