How to include Percent of S&P stocks above 50 MA in my system?

Author: Doron

Creation Date: 6/1/2019 6:57 PM

Wealth Lab » Wealth-Lab Developer/Pro » How to include Percent of S&P stocks above 50 MA in my system?

Doron

6/1/2019 6:57 PM

Hi,

I would like to include the daily $SPXA50R index (S&P Percent of stocks above 50 MA) in my system.

Do you know how this index historical data can be downloaded?

Any help would be appreciated.

Thanks!

Eugene

6/1/2019 7:42 PM

Hi,

There are two ways to accomplish this:

1) One is to create an index in the Index-Lab tool: Create an index: number of stocks above SMA

In your case, take the "Above SMA" IndexDefinition.

2) And the other is to achieve this in pure WealthScript: Number of stocks above their moving average for N periods

You'll find similar code example in the QuickRef tool > Data access > DataSetSymbols Property.

Both solutions require that you create a S&P DataSet and keep it up to date in order to calculate your daily index.