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Help with REF function - want to know 5 day ROC% for next 5 days
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Joined: 5/20/2005(UTC)
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I'm doing some backtesting so the date I use will be in the past, but I want to program a column to calculate the % return for the next 5 trading days.
I've used Ref(c,+5) and it says N/A when I run the scan. Any suggestions or comments why this is not working?
Thanks.
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Rank: Advanced Member
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Location: Perth, Western Australia
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On the last bar, your function looks 5 bars into the future, which doesn't exist, so the function returns N/A, as it does whenever the function looks beyond the last bar on the chart.
Don't look forward, look backwards.
wabbit [:D]
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Rank: Newbie
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Joined: 5/20/2005(UTC)
Posts: 6
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Thanks Wabbit,
I probably wasn't clear, I'm doing a scan set for a specific day in the past (ie. 2 months ago), and I want to see the next 5 days ROC% from that date.
So, its not the last bar in my chart because the scan date is in the past.
I hope this is making sense. Any ideas how to do this?
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Rank: Advanced Member
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Joined: 11/7/2005(UTC)
Posts: 602
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Only way I can think of doing it would be to use a day 5 days after the date you want,
run 5 days ROC% from that date and all other columns Ref(whatever,-5) for the date you really want.
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Help with REF function - want to know 5 day ROC% for next 5 days
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