Investment Strategies / Mechanical Investing❤
No. of Recommendations: 1
Does anyone know of any free sources of historical 200-day SMAs of SPX data (as opposed to charts), available for download anywhere?
TIA!
No. of Recommendations: 7
There are many ways to skin the cat -
Option 1 - Download ^GSPC from Yahoo into a spreasheet -and compute the running mean in Excel - Average of last 200 days
Option 2 : Utilize GTR1s capabilities
http://gtr1.net/2013/?~SMA200:h1::Golden:et1:SMA20...I think this is correct - just run the signal values ( download version) Backtest
and then click the Download report option.
it'll give you everything
All the best
No. of Recommendations: 2
Actually that's with a 1 day lag - if you want to remove that you would use
sma(0,200) and gprc(0) or aprc(0) - something like that
No. of Recommendations: 1
Many thanks - much appreciated!
No. of Recommendations: 0
Basic follow up questions - By turning on the Signal Values option in the Detailed Report, I was able to get the annual values for the 200 day SMA, but how do I get the daily values? I also seem to be misinterpreting the date restriction function. Is this not intended for simple starting and end dates? I get an error unless I turn this option off. I'm sure I'm missing something basic (not the date format, though! ;-)
Sorry if these are dumb questions!
No. of Recommendations: 2
Once you run the backtest - at the top there's a link to "Download Report" - this has all the details and daily signal values output to a .csv file
Dont put any restrictions - this way GTR1 fetches all the data available
No. of Recommendations: 1
Ah-ha! It's not in the webpage results summary but it IS in the downloaded file!
Many, many thanks!!!
