Precision Turn Research - Advanced Cycle Analysis

R&D version with additional parameters for cycle analysis research

Function Syntax

=PFR.PTurnResearch(Security, Periodicity, RunDate, MinTurnRank, SeparationDays, NextTurnOnly, Smoothing, ModelID, SamplingMinutes, ClipYrs, RunDateInc, ClusterPct, fromFile, RefreshMode)

Parameters

Parameter Description
SecurityBloomberg security
PeriodicityWEEKLY, DAILY, or MINUTE
RunDateDate to run analysis
MinTurnRankMin rank (1-99)
SeparationDaysMin days between turns
NextTurnOnlyShow only next turn
SmoothingSmoothing (0-5)
ModelIDModel ID (1-9)
SamplingMinutesIntraday interval
ClipYrsLimit training years
RunDateIncIncrement for multiple runs
ClusterPctCluster definition %
fromFileOptional CSV file path
RefreshModeRefresh rate: INTERVAL, DAILY, WEEKLY, MONTHLY, or FREEZE

Output Columns

Column Description
Output 1Security Symbol
Output 2Run Date/Time
Output 3Periodicity
Output 4Forecast Date
Output 5Local Rank
Output 6Global Rank
Note: This function requires Bloomberg Terminal to be running and logged in.