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Index/Basket Constituent Indicators

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  • Index/Basket Constituent Indicators

    Happy New Year.

    Are there any efs examples to show me how to code indicators for indices/baskets derived from their constituents?

    I imagine that I would call an external file to read the constituents into an array, and then run another efs function against each constituent and calculate the output function.

    I would want this to run at all time-frames and it need not (for now) calculate the composite-indicator(s) for the 'live' bar.

    For example.
    How might I plot the number, or percentage, of constituents above their respective n-period exponential moving average?

    Thankyou

  • #2
    Anyone got any ideas?

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