topic Re: Where can I find code for technical indicators such as RSI or MACD in SAS Programming

Where can I find code for technical indicators such as RSI or MACD

hhchenfx — Tue, 09 Sep 2014 00:18:28 GMT

Hi Everyone,

I need to calculate financial technical indicators, those created based on historical data.

To my surprise, I cannot find the code with google search.

I think I miss something since technical indicator has been very popular for decades and it should be done with SAS.

(I know that there are lib in Matlab or C for such thing)

If you know where I can find them please let me know.

Thank you,

HHC

ChrisBrooks — Tue, 09 Sep 2014 00:36:46 GMT

Here's a link demonstrating calculation of Bollinger Bands and RSI http://support.sas.com/resources/papers/proceedings12/163-2012.pdf

I can't find anything on MACD but I'd be staggered if it hasn't been done by someone before

Chris

hhchenfx — Tue, 09 Sep 2014 00:46:03 GMT

Yes, it is the only paper I can find.

That's so weird.

HHC

JanStoop — Wed, 03 Apr 2019 08:08:34 GMT

Hi guys ,

I found 2 more useful links

1) INSTITUTIONAL ALGORITHMIC TRADING, STATISTICAL ARBITRAGE AND TECHNICAL ANALYSIS

2) How to use SAS® system to filter stock for trade