Custom Analysis Range Dialog

The Custom Analysis Range Dialog allows you to specify a custom date range for signal analysis fields.

Specifying a Date Range to Analyze

The following options are available for specifying an analysis range:

·      Continuously adjust starting point so range is always same length.

This setting begins the range a given period of time before the last record in the data series. Each time new data is imported into the data series, the start date of the analysis is updated.

:    Example: To specify the range to get a six-month return, select 6 and Months.

Ä    Note: The time periods associated with this option are in calendar units and are used only to adjust the starting date of the analysis. For example, the Days* setting is in calendar days, not trading days.

Ä    Note: Only the value for the last record will contain data for the entire period.

Ä    Note: If the data series does not contain enough data to fill the period, no values will be calculated.

·      Adjust starting point so range begins at start of most recent period.

This setting begins the range at the start of the most recent period. For example, year-to-date analyses begin on January 1^st of the last year in the data series. When a new year is imported into the data series, the start date of the analysis is updated.

:    Example: To specify the range to get a year-to-date return, select Beginning of Year.

Ä    Note: Only the values for the most recent period will be calculated.

Ä    Note: If the data series does not contain data at or before the start of the period, no values will be calculated.

·      Do not adjust starting point, use the following range.

This setting allows you to use date controls to specify a fixed range.

If you would like to analyze the range associated with a field, use the Copy Optimization Range from a Field.. button. This will display the Copy Optimization Range From Field Dialog.

&  For help using the date controls, see the help for Date Selection Controls.

Ä    Note: If an end date is specified, the values on the end date will be held after that date has passed. This is useful for comparing analysis fields from different date ranges.

What Do I Do Next?

Press the OK button to accept the newly specified range. If you would like to exit without specifying a new range, press the Cancel button.

How Did I Get Here?

The Custom Analysis Range Dialog appears when you press the Custom Range… button on the Create Signal Analysis Fields Wizard: Trading Parameters page or the Modify Field Dialog: Trading Parameters page.