| sasworldwide |
|
Member, Platinum User, TeleChart
|
| Registered User |
|
|
|
|
| Unsure |
|
| Wednesday, July 30, 2008 |
| Wednesday, December 15, 2010 8:49:11 PM |
30
[0.01% of all post / 0.01 posts per day] |
|
could you please let me know the formulas or/and real code in SF for calculating Fund Rank vs Category.
Do I undestand it correctly that you take all gains or losses for all funds in a category for the period of last N bars and give them rank from 1 to 100? what is the smooth coefficient then?
thank you
|
Julia, could you please post a layout for SF 4 ?
Thank you for all your webinars.
|
could you please help me to write a code for SF which plots a graph taking gains and losses per week for th same symbol over year and averages these gains or losses for the same weeks for the past 10 years. i.e. week 1 is averaged over all weeks 1 for the past 10 years (or whatever data is avilable), week 2 is averaged, so on.
If the same code can be applied to averaging gains (losses) for every day over 10 years then it would be even better.
thank you.
|
can I export the data to an Excel file from three different time frames in one layout in such a way that it will give me "1" or "-1" depending which rule is true?
thank you
another question is as follows. let us say I have got three different time frames in one layout and I need assign "-1" if some rules which are true and "1" if other rules are true. can I have an indicator which makes a sum of "1" and "-1" and plots the result?
thank you
how can I count the bars when a rule is true?
thank you
|
|
What I am searching for is to analyze 50 or more pairs for one indicator and choose the best 2-3. I am trying to save my time on entering the pairs with weights. I would be ok with typing the pairs in, but theare are too many clicks in setting up 50 pairs in this layout. do you know another piece of SW for this purpose?
I have got thinkorswim, for instance, I can type SMH-KLAC*0.8 (enter) and I will see the graph with an indicator. I was thinking to get something easier than that.
thanks anyway.
|
ok, I can not have all the pairs at once, but if it is possible to assign weight to each stock in the second multiplier, that would be great. For instance, KLAC*0.8, BAC*1.46, ALL*0.46. If I can do it in advance then I can use PairsSAS layout one at a time by clicking once in one list and second time in the second list.
I need the miltipliers because I need the numbers to be equal such as SMH=0.8*KLAC, STI=1.46*BAC, etc.
If you can calculate this multipliers and add them to the second list that would be even better.
Result will look like that I click on the fist stock SMH, then I click on the second KLAC then the system calculates the multiplier for the current price Mult= SMH/KLAC=0.8. Mult becomes the constant. The next step is the system presents the graph SMH-Mult*KLAC, where Mult does not change any more.
Is it possible?
thank you.
|
I can simplify the task, if it helps. first, let us forget about the weights. second, I can give you a list and SF will generate all permutations. For instance, the initial list is SMH, KLAC, INTC. the permutaitons list is SMH-KLAC, SMH-INTC, KLAC-SMH, INTC-SMH, KLAC-INTC, INTC-KLAC. I want to analyze the entire list of all permutations. I want to apply any indicator to all of pairs.
thank you.
|
thank you. I tried it but it is not exactly what I want. It gives some simplicity but not enough. the problem is that I can analyze only one pair at a time.
I want to generate all pairs in one list and apply indicators to them, i.e. I want to see all pairs SMH-KLAC, STI-BAC, etc. and I want to apply let us say MACD or other indicators to these pairs.
thank you.
|
|
could you please tell me if it is possible to analyze pairs in SF ?
For example, let us say I have got a set of pairs SMH and KLAC, XLF and ALL, STI and BAC, etc. I am the one who generates pairs. The next step is I want to analyze the pairs' difference such as SMH-KLAC, STI-BAC, XLF-ALL, etc. I want to analyze the differences as if they are individual stocks. I want to do it in a very simple manner, not like generating pairs manually every time per pair per layout.
If the above is possible then I will need to analyze the weighted diffrences such as SMH-0.87*KLAC, etc.
thank you
|
|
thank you for ETFs and clarifcations. I will try to use both approaches.
|
|