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Fundamental data


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Fundamental data

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  #1 (permalink)
soacm
Bucharest, Romania
 
 
Posts: 58 since Mar 2022
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Hi everyone, I am trying to create an indicator that uses fundamental data. I used the reserved word GetFundData to indicate Open Interest, what I need to know is the lowest value and the highest value of Open interest based on a look back period which I set in a input LookBack(26). I tried to use the function FundValue but it does not help since I need the lowest value and the highest in that specific look back period. Thank you.

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 bchip 
Torino, Italy
 
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soacm View Post
Hi everyone, I am trying to create an indicator that uses fundamental data. I used the reserved word GetFundData to indicate Open Interest, what I need to know is the lowest value and the highest value of Open interest based on a look back period which I set in a input LookBack(26). I tried to use the function FundValue but it does not help since I need the lowest value and the highest in that specific look back period. Thank you.

Have you tried a loop?

var: k(0), aMin(0), aMax(0), tVal(0);
For k = 1 To LookBack Begin
tVal = GetFundData("open interest", k);
if (tVal < aMin) then aMin = tVal;
if (tVal > aMax) then aMax = tVal;
End;

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  #3 (permalink)
 ShadowFox 
CO/USA
 
Experience: Intermediate
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Trading: Stocks, Futures
 
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Posts: 116 since Jun 2020
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soacm View Post
Hi everyone, I am trying to create an indicator that uses fundamental data. I used the reserved word GetFundData to indicate Open Interest, what I need to know is the lowest value and the highest value of Open interest based on a look back period which I set in a input LookBack(26). I tried to use the function FundValue but it does not help since I need the lowest value and the highest in that specific look back period. Thank you.

Save the OI into a variable then use highest() and lowest() to find the values you are interested in.

Inputs:
LookBack(26);

Vars:
OI(0),
OIH(0),
OIL(0);

OI = GetFundDataCode;
OIH = highest(OI, LookBack);//highest value in variable over lookback length
OIL = Lowest(OI, LookBack);

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