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

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hhchenfx
Posts: 371

Where can I find code for technical indicators such as RSI or MACD
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‎09-08-2014 08:18 PM

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

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ChrisBrooks
Posts: 126

Re: Where can I find code for technical indicators such as RSI or MACD
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‎09-08-2014 08:36 PM

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

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hhchenfx
Posts: 371

Re: Where can I find code for technical indicators such as RSI or MACD
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‎09-08-2014 08:46 PM

Yes, it is the only paper I can find.

That's so weird.

HHC

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