Get old values according to the date

Alberto Lucchese · 2018-03-12T06:31:17+00:00

Hi, Is it possible to get values according to an specific date? for example if I want to get the close price of March 13 of 2017, 2016,2015… if there a function for that? the idea is to build a daily-based seasonality index and for that I need to average the latest X-years (at least 10). of Any thoughs? I found there is already one based on months, but i’d like to give it a try to a daily-based version. Thanks in advance,

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03/12/2018 at 7:31 AM #65031 quote

Alberto Lucchese
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Hi,

Is it possible to get values according to an specific date? for example if I want to get the close price of March 13 of 2017, 2016,2015… if there a function for that? the idea is to build a daily-based seasonality index and for that I need to average the latest X-years (at least 10). of Any thoughs?

I found there is already one based on months, but i’d like to give it a try to a daily-based version.

Thanks in advance,

03/12/2018 at 3:40 PM #65122 quote

Nicolas
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Alberto Lucchese wrote:

I found there is already one based on months,

Where please? Could be adapted for daily timeframe?

03/12/2018 at 6:14 PM #65126 quote
Alberto Lucchese
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I found this one: https://www.prorealcode.com/prorealtime-indicators/seasonality-analysis/

I don’t see how to adapt it because for a daily timeframe there are some important differences:
1. For the same day there won’t be data every year as for example, maybe that same day in one year can be friday and the next year it will be Saturday. For the monthly approach every year you’ll have the same months
2. If you use the barindex as reference, Calculation of previous years months in terms of bars is easier to implement as every year will always have 12 months. For daily time frame, not all years has the same amount of days (365 or 366 if is a leap year).
For these reasons i wanted to know if there is a way to refer to the price value of an specific date. My idea is to take the current day (for example March 12) and request the price of, for example, the last ten years and average them.

I didn’t find any function to do it in the probuilder manual, is there a way to do it?
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