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I would like to have a time series over an arbitrary time period stored in a vector. So for example, I would like something like “SPY” stored within a vector for the past year spaced by daily time steps. The vector would therefore be size 365 and I would be able to call the ith day from it by spy[i]. How do I make a variable that stores a time series in this way?
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Fred Painchaud
Hi Space man,
You can use a RollingWindow[TradeBar](365) and store daily bars into it.
[0] will be the last bar added, and [364] the first one (the most dated one). It will loose the most ancient day as the most recent one is added, once full.
Will feel similar to other algotrading languages… 😊 😊
Fred
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