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                                                   Coding Question Applying an Indicator to an Indicator

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Andrew T
2018-09-25 08:01:31


I'm having some issues with getting the code right with creating an custom indicator that can be charted and used in a screener that applies an indicator to another indicator.
Specifically, I'm trying to apply a 14-day RSI to the VIX FIX indicator of a security and then take a 25-day standard deviation of the RSI and find the resulting 25-day z-score of the standard deviation, adding it to the 252-day z-score.

Any help would be greatly appreciated! Thank you!





Mean and Standard deviation - Z-Score (by QuantShare, uploaded several months ago)
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QuantShare
2018-09-25 09:09:36

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Hi,

The above is not an indicator. It is a composite. Please refer to our documentation for more info about composites.

Try using the following indicator instead: Z-Score (Standard Score)





Z-Score (Standard Score) (by QuantShare, uploaded several months ago)
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Andrew T
2018-09-25 10:27:37

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Thanks, I'l give that a look. Appreciate the quick response.


Andrew T
2018-09-25 10:45:03

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One more question... If it's a composite then can it be applied to different tickers?

I'm trying to create an indicator that uses Williams Vix Fix (https://www.quantshare.com/item-1211-williams-vix-fix-wvf) and then applying RSI to that and then summing the z-scores of two look back periods of that standard deviation of the RSI. The end product would then be able to be used on any ticker symbol.



QuantShare
2018-09-26 03:54:30

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A composite is a time-series that is created using several other tickers data. An index is an example of a composite.



Andrew T
2018-10-02 09:26:08

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Thanks for the clarification. I'm still having trouble getting this setup as I'm not as code-savvy as I wish I was. Is there anyway help to discuss this off the forum and get some help with coding the specifics of what I'm trying to get accomplished? Once I know this is up and going I'll be ready to end my trial subscription early and setup a full paid license. I appreciate any help you can offer or if you can point me to someone who can that would be great.

Thanks again.



QuantShare
2018-10-04 11:29:56

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Please contact support at quantshare (dot) com and explain what exactly you need.


Andrew T
2018-10-05 11:18:27

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Email sent, thanks.


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