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Dear List,
I am doing an exploration without any filter. I simply want the
values of a few things computed and I sort by them. I place the
formulas I want in the columns and I'm happy.
EXCEPT for the ref() function. If I want the close from 5 periods
PAST, the ref(close,-5) works fine. But if I want the close from 5
periods FUTURE (backtesting, obviously) the opposite
ref(close,5) or ref(close,+5) simply returns "N/A" to me in the column's
results. Does anyone know what gives?
...and yes, there is 5 periods of data in front of the day being
tested. ...and yes, I am using the specific date option in the
explorer.
Here's the exploration text:
Exploration notes
Col A: Yestrday Ref(C,-1)
Col B: Today C
Col C: Tomorrow Ref(C,1)
Filter enabled No
Periodicity Daily
Records required 2
The results from a May 20, 1998 exploration look like this (my data
files on all these are current through 6/2/98):
Security Yestrday Today Tomorrow Ticker
SYNTEL 24.6250 24.0625 N/A SYNT
XYLAN 28.3750 27.8125 N/A XYLN
ZONAGEN 35.0000 35.2500 N/A ZONA
As you can see, the exploration text says only 2 records required, but
it's obvious that to have the closing prices from three days we'd need
to access 3 records -- I dunno whats wrong here.
TIA to anyone who knows the answer!
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