Enhancements to TA functions

The following series can now be accessed in selected TA functions in the buy/sell/screening rules:

#TNX - 10Y Treasury Note
#SPRP - SP500 Risk Premium
#SPEPSCY - SP500 EPS CurrentY
#SPYield - SP500 Yield
#Bench - The benchmark

The #TNX and #Bench series are daily, the rest weekly

They are available in the following TA functions (they operate on the close of the stock, unless the new optional parameter is specified):

Close(offset,series) - stock and all series
Hi(offset,series) - stock, #Bench and #TNX
Lo(offset,series) - stock , #Bench and #TNX
Open(offset,series) - stock , #Bench and #TNX

RSI(bars [,offset,series]) - stock and all series
SMA(bars [,offset,series]) - stock and all series
EMA(bars [,offset,series]) - stock and all series
WMA(bars [,offset,series]) - stock and all series
VMA(bars [,offset]) - stock series only

Usage example

To check that the RiskPremium is above it’s 5 bar average (weekly values in this case) , enter:

Close(0,#SPRP) > SMA(5,0,#SPRP)

How is Risk Premium defined ?

Martin

http://www.portfolio123.com/doc/fedmodel.html

Could someone give me a definition of offset and series as it is used here?

Hi,
Series =
#TNX - 10Y Treasury Note
#SPRP - SP500 Risk Premium
#SPEPSCY - SP500 EPS CurrentY
#SPYield - SP500 Yield
#Bench - The benchmark

The functions with the series parameter operate on the close of the stock, unless the new optional series parameter is specified.

Offset is the start date, 0 being the current day being evaluated, 1 being the prior day, etc.

So SMA(10,5,#bench) is the 10 day simple moving average of the benchmark index 5 days ago.

Don

Thanks for the explanation.