Composite Symbols - Trading Software

Composite Symbols

Alpha Trader
2018-01-26 12:14:43

Hello -

Whats the best way to export the periodic history of COMP(ROC(close,5),"percentile") for large groups of symbols. (daily or weekl data points)

i.e. 1000 symbols for 3 years.

I was trying to us the Export Indicator downloader but it doesn't seem to know comp() functions. I was trying the screener,and pivot table, but ultimately I'd like to access the data in a script for automated calculations and exporting to .txt

The Pivot table route seem to be limited by number of records.

Thanks very much,
AT

QuantShare
2018-01-27 08:04:05

It would not work because "comp" is a special function.
The solution would be to use the script editor (Tools -> Script Editor) then use the following function to parse and get data (ParserTool.CreateParser("formula"))

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