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                                                   Export technical indicators to CSV

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Joshua Laferriere
2019-08-31 07:21:28


I see this

https://www.quantshare.com/item-1601-export-indicators-data

I'm not sure what indicators are exportable and what parameters to feed it.

Trying to export MACD requires a parameter. I've been using 14 for everything, but normally MACD is 9,12,26 and is a set of #'s (for example signal line and MACD), but I only see one number outputted when I supply a MACD(14)

I've read this

http://www.periyaruniversity.ac.in/ijcii/issue/Vol6No3Dec2016/D4_PID0365.pdf

and I've derived them all for R, but it's QUITE expensive. I'm trying to figure out how to vectorize the algorithm to derive them. But I realized it might be easier to do it on my csv export operation in quantshare's C# algorithm.



QuantShare
2019-09-02 21:47:55

  0

Hi,

This is the simplified formula, you can use also, MacdExt, MacdExtHist and MacdExtSignal.

In the formula editor (QS language), click on "Add Indicator" then search for MACD for all available functions.



Joshua Laferriere
2019-09-03 08:26:43

  0

"In the formula editor (QS language), click on "Add Indicator" then search for MACD for all available functions."

Thank you, this was very helpful!



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