Click here to Login





                                                   Composite Symbols

  0

0
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

  0

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"))



No more messages
0




Reply:

No html code. URLs turn into links automatically.

Type in the trading objects you want to include: - Add Objects
To add a trading object in your message, type in the object name, select it and then click on "Add Objects"










QuantShare

Trading Items
Futures, Forex and Indices Symbols
Canada Stock Market Symbols
Market Volatility - Composite Indicator using Stocks Standard Dev...
Keltner Channel Market Composite
Number of IPOs per Day - Trading Composite

How-to Lessons
How to create a composite index/indicator
How to filter stocks in a market composite
How to create a correlation matrix of several securities
How to run a screen or a watchlist from a script
How to quickly add a ticker symbol

Related Forum Threads
Composite with dynamic watchlist symbols
Composite tickers under custom database
Delete symbols from Database
How to download data for selected symbols ?
Obtain symbols for a particular index

Blog Posts
Composite Indicators
4 Market Composite Indicators Based on Industry Data
How to measure market strength with the composite tool
Inverse Fisher Transform: Indicator, composite and trading system
Screening with the composite indicators









QuantShare
Product
QuantShare
Features
Create an account
Affiliate Program
Support
Contact Us
Trading Forum
How-to Lessons
Manual
Company
About Us
Privacy
Terms of Use

Copyright © 2024 QuantShare.com
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+
Follow us on Google+
RSS Trading Items



Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.