RealTest User Guide
RealTest User Guide

 

 

 

 

 

Category

Cross-Sectional Functions

Description

For each date, evaluates a formula for each symbol, then calculates the average value for all symbols on that date and stores that value in the data item array for every symbol.

Syntax

#Avg formula

Example

AvgPriceToday: #Avg Close

Calculates the average closing price across all stocks today and stores that value in today's slot for each symbol.

 

 

 

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