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Hello All.
I'd like to run the "workspace assistant" (a.k.a. chart scanner) over a list
of futures of different "types" that I define: fixed income, equity
indices, currencies, ags, etc. I'd like to create a day-by-day history of
portfolio level risk numbers for each of these asset classes in ProSuite.
My thought is this: Create a big array in which the rows are labeled by
date and the columns (initialized to 0) will be populated by risk numbers
for each of these asset classes. Then, when for example my chart scanner is
running over the long bond contract I'd be i) finding the row representing
that trading date in the array and ii) adding the long bond's risk to what's
already in the fixed-income column of the array from other fixed income
contracts that I've already scanned.
My problem is this: Is there any easy language command that let's you say
"ok, I've finished scanning my list of securities and now I want to do..."
In my case, I'd like to use fileappend to write out my sector-specific risk
history once I've scanned over all the securities. My guess is that there
is no way, but I'll be happy to be wrong...
Thanks in advance for any help.
Alex
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