Load and use a dataset

I was wondering if its possible to load and use a dataset?

For example, I would like to load a dataset of monthly values I have. On this set I would like to set up a BUY signal of the type, If “my value” is above the moving average (20) then buy.

So I would like to calculate the average on my dataset and then test conditions.

(PS average calculation is only an example, but if I can do that I assume I can run all functions on the dataset)

So basically a time series (date/value pairs) of whatever frequency, bars, daily, weekly ? And you would use it maybe in the hedge module as triggers?

Now that we have Custom Series and the ability to access them with GetSeries() it shouldn’t be too hard. Naturally you would also need a way to quickly update your data in order to use them in live systems.

PS. and of course, anything that uses your own series could not be launched as a R2G system :}

This would be powerful stuff! I can picture myself uploading economic data from the Fed to do market timing or filling in some gaps in Compustat’s data.

You really need Point in Time for economic data. Uploading a series would not support that because PIT data is multi-dimensional. We already have plans to make all the econ data available now in the MACRO charts (which is point in time) via GetSeries

Also, uploading data would not be tied to a specific stock. That’s an entirely different upload and much more complex due to dead companies, and the need for a unique company identifier (tickers cannot be used as they change all the time). What kind of Compustat gaps?

Thanks

That’s exactly why I’m looking at this, for economic data. In particular I want to build my own cape10 using the monthly data from schillers site. Then I want to have moving averages and standard deviations as triggers for the hedge function (bravo Marco :wink:

But please make the point-in-time economic data available for as long a period as possible. Say from 1965 onward. The economic data from 1999 onward, which encompasses 2 recessions, is not really sufficient for market timing purposes, I found.

Doesn’t the economic/price data go back to 1900? At least I thought it did when building your own economic market-timing indicator.

[quote]
What kind of Compustat gaps?
[/quote]Such as the VXV index.

Thanks.