Question on Proxy values - Trading Software

Question on Proxy values

Amritendu Maji
2017-09-03 03:43:57

Base = "SHY";
d0 = perf(GetSeries(Base, Close), 0);
d1 = perf(GetSeries(Base, Close), 1);
d2 = GetSeries(Base, close);

is d2 = d0 or d2 = d1?

Thank you.

QuantShare
2017-09-03 18:39:30

Best Answer

You can plot these variables on a chart and see the result visually.

plot(d1, "", colorRed);
plot(d2, "", colorBlue);
...

perf(x, 0) would return 0.
d2 != d0 and d2 != d1

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