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                                                   Composite with dynamic watchlist symbols

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Seeker
2013-10-22 19:08:45


When the symbols for a composite is chosen from a dynamic watchlist, is it possible for the composite to calculate based on the symbols thrown by the
watchlist for each day rather than just the current list of symbols in the watchlist?



QuantShare
2013-10-22 22:29:21

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Best Answer
You can recalculate the composite each day but all historical calculation will be based on new symbols.


Seeker
2013-10-23 04:18:26

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Can we do the daily recalculation with a script? I give the historical date range but the script executes it with a date-wise re-calculation?


QuantShare
2013-10-23 18:52:36

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For this, you will have to implement a script that will get a list of symbols from a watchlist, calculate the composite formula for a specific date then adds the result in a custom database. If you want to hire one of our programmers to implement this for you, please contact support [at] quantshare [dot] com.



Seeker
2013-10-23 19:00:25

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Definitely. I was planning to contact for certain implementations from your side. Will send the request starting with the high priority ones first. Thanks.


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