Hi team
I want to test some date based systems. Very simply:
// Buy x days before EVENT, and sell y days after EVENT, where EVENT is CPI release, Fed meeting, Non Farm Payroll release, or month end.
At the moment I dont want to make any predictions or use the data from such releases, I just need the DATE of those releases (initial release, not subsequent adjustments).
Can anyone help guide me on this please?
Thank you and best regards
Rod
I want to test some date based systems. Very simply:
// Buy x days before EVENT, and sell y days after EVENT, where EVENT is CPI release, Fed meeting, Non Farm Payroll release, or month end.
At the moment I dont want to make any predictions or use the data from such releases, I just need the DATE of those releases (initial release, not subsequent adjustments).
Can anyone help guide me on this please?
Thank you and best regards
Rod
Rename
First you need to download and install the DataExtensions extension.
https://www.wealth-lab.com/extension/detail/DataExtensions
Afterwards, go into the Help docs under Extensions and read about the Data Extensions extension and its features. Pay particular attention to the FRED and FOMC sections of this discussion.
Next you need to configure it correctly so you get some data. Enjoy.
Understand, this is just the economic data, not the fundamental data. If you need fundamental data as well (earnings dates, dividend dates), then you need to install the Fundamental extension as well and subscribe to one of those data providers too.
https://www.wealth-lab.com/extension/detail/DataExtensions
Afterwards, go into the Help docs under Extensions and read about the Data Extensions extension and its features. Pay particular attention to the FRED and FOMC sections of this discussion.
Next you need to configure it correctly so you get some data. Enjoy.
Understand, this is just the economic data, not the fundamental data. If you need fundamental data as well (earnings dates, dividend dates), then you need to install the Fundamental extension as well and subscribe to one of those data providers too.
Thanks. What a helpful answer. Do you know if the extension has access to NFP and CPI report dates? (I can check, but just wondering if you know from memory).
Here's relevant FRED website section for CPI: https://fred.stlouisfed.org/categories/9
As seen, these series usually don't contain the exact release dates. The focus is on the monthly/quarterly value.
As seen, these series usually don't contain the exact release dates. The focus is on the monthly/quarterly value.
QUOTE:
NFP and CPI report dates
I don't even know what those stats are. But if they are compiled by the US government, FRED probably has them. Check the FRED website.
Thanks Eugene.
Do you know of any other sources for the dates of such releases, please? (FRED doesn't have them).
PS: I love the way WL has linked Youtube videos into the Help function! Well done - that is awesome:)
Do you know of any other sources for the dates of such releases, please? (FRED doesn't have them).
PS: I love the way WL has linked Youtube videos into the Help function! Well done - that is awesome:)
There's a "Market moving news ahead" Condition that becomes installed with the PowerPack but it's limited to live trading only and can't include historical release dates. So it seems we don't have them elsewhere (if FRED doesn't include them) but we're open to suggestions.
OK thanks. No suggestions at the moment
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