Program to calculate % returns after a condition is met

For questions regarding programming in the EViews programming language.

Moderators: EViews Gareth, EViews Jason, EViews Moderator, EViews Matt

rahildevgan
Posts: 7
Joined: Wed Jul 08, 2015 8:40 pm

Program to calculate % returns after a condition is met

Postby rahildevgan » Sun Feb 25, 2018 8:46 pm

Hi,

In Eviews (9), how do I go about doing the following:

1) I have 3 series (daily frequency): EURUSD, 50DMA, 200DMA
2) My condition is based on the crossing of the 50DMA and the 200DMA so i create a 4th series = 50DMA/200DMA
3) When this 4th series becomes >1 or <1, I would like to calculate subsequent 1m/3m/12m % returns.
4) My sense is that I have to create a loop with [i] as each day and check the condition of previous day, today and following day
e.g: if day(-1)<1, day(0)=1, day(+1)>1, then return day(+30)/day(0)-1

Am i on the right track? Thanks

Return to “Programming”

Who is online

Users browsing this forum: No registered users and 32 guests