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Asia
Experience: Beginner
Platform: NinjaTrader, TOS
Posts: 796 since Jun 2009
Thanks Given: 109
Thanks Received: 800
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This is one I'm guessing someone must have already coded, so I thought I'd ask first...
I need to code a performance indicator, something you apply to a time series with n days look back to show performance of the timeseries as a percentage relative to itself.
My specific application is for Market Analyzer, where I'd set up the columns for, say, 14, 21, and 50 days performance to quickly eyeball outperformance or underperformance in sectors, countries, whatever.
Has it been done and posted already?
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