Changesincesignal() Calculation

Optuma Forums Optuma Scripting Changesincesignal() Calculation

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  • #61659
    AvatarAndrew
    • Topics: 2
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    • Posts: 2

    What are the calculation metrics for Changesincesignal()? My assumption is the opening price of the next bar from the signal date to the close of the most recent bar.

    Please advise.

    Thanks in advance.

    #61679
    MathewMathew
    • Topics: 36
    • Replies: 1,806
    • Posts: 1,842

    Hi Andrew,

    Have a look at this Knowledgebase post and let us know if that does not answer your question.
    https://help.optuma.com/kb/faq.php?id=953

    All the best

    Mathew

    1 user thanked author for this post.
    #61681
    DarrenDarren
    • Topics: 66
    • Replies: 589
    • Posts: 655

    Hi Andrew,

    It uses the closing price of the signal bar. This calculates the change since the close crosses the 50 period MA:

    In this example, AAPL has gained 6.21% since it last crossed the moving average 10 days ago, as measured using the Time Price Measure tool from the closing price:

    Capture

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