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
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
Yes, it is the only paper I can find.
That's so weird.
HHC
Hi guys ,
I found 2 more useful links
1) INSTITUTIONAL ALGORITHMIC TRADING, STATISTICAL ARBITRAGE AND TECHNICAL ANALYSIS
https://ecommons.cornell.edu/bitstream/handle/1813/13821/Shen%2C%20Ning.pdf?sequence=1&isAllowed=y
2) How to use SAS® system to filter stock for trade
https://support.sas.com/resources/papers/proceedings17/0340-2017.pdf
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