Hello everyone. I’m attempting to add a factor in one of my ranking systems which considers the return of a stock’s sector over the last 20 trading days. To do this, I’m using the formula below:
SecAvg(“((Close(0) - Close(20))/Close(20))”)
When I try to use the above formula, I get an error that says:
Error near ‘SecAvg’: Invalid command ‘SecAvg’
Any idea what is going on here?
Thanks,
Graham