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

[hhchenfx]

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]

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]

Yes, it is the only paper I can find.

That's so weird.

HHC

[JanStoop]

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