09-08-2014 08:18 PM
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.
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