Output basic price/trend stats

指定

Hello,

I'd like to run a script to output a (txt?) file with the following data as shown:

The assets (EURUSD etc) should be variable and be able to include FX, indices, bonds and commodities and as many as needed (prob only 10 really needed)

The periods in the indicators should also be variables

Thanks!

 

Asset                          EURUSD  GBPUSD  USDJPY  S&P500  FTSE100   Gold Oil

 

Prices

Open                           1.3478                               

High                           1.3000                               

Low                            1.3050                               

Close                          1.3750                        

 

Pivot                          1.3478                               

S 1                            1.3000                               

S 2                            1.3050                               

R 1                            1.3750                               

R 2                            1.3600 

 

Trend

Price vs last down fractal     HIGHER  ?       ?       ?       ?       ?       ?

Price vs last up fractal       LOWER   ?       ?       ?       ?       ?       ?

21 Day SMA                     ABOVE   ?       ?       ?       ?       ?       ?

21 Week SMA                    BELOW   ?       ?       ?       ?       ?       ?

 

Volatility

ATR (14)                       80.2    101                           

Yesterday’s TR                 50.3    56                            

Yest TR % of ADR (14)          63%     56%                           

 

Daily Correlation

%                              EURUSD  GBPUSD  USDJPY  S&P500  FTSE100  Gold  Oil

EURUSD                         X       67                            

GBPUSD                         96      X                             

USDJPY                         54      45      X                     

S&P500                         89      23             X             

UK 100                         67      45                     X

Gold                           -24     78                             X      

Oil                            56      89                                     X

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