StockFetcher Forums · General Discussion · Trading ^SPX closing prices<< >>Post Follow-up
99 posts
msg #113326
Ignore jimmyjazz
5/12/2013 10:18:33 AM

This seems trivial, but maybe it isn't. I am testing some simple systems, and my results using SPY don't match hand calculations using values from stockcharts. The values don't line up. I suspect this is because the 2 platforms handle dividends differently.

How can I trade the closing price of ^SPX instead? When I try to do so, it returns components of the S&P500 matching my criteria, but I want to trade the index price itself. I've tried IND(), etc., but to no avail.

3,316 posts
msg #113327
Ignore four
5/12/2013 11:31:39 AM

start here?

The other stocks are displayed... however, you are still able to "do things" on the ^SPX... for example, a custom MA of 15 on the close of ^SPX


set{spx_close, ind(^SPX,close)}
draw cma(spx_close,15)

/* --------- Commented Out ---------

set{spx_ma200, ind(^SPX,MA(200))}
set{spx_ma50, ind(^SPX,MA(50))}
set{spx_cci10, ind(^SPX,CCI(10))}
show stocks where close is above 10.0
and MA(50) crossed above MA(200)
and draw spx_close
and draw spx_ma200 on plot spx_close
and draw spx_ma50 on plot spx_close
and draw spx_cci10

230 posts
msg #113329
Ignore wkloss
5/12/2013 2:00:59 PM

Yahoo Finance offers historical prices adjusted for dividends and splits. They are downloadable into excel.

99 posts
msg #113330
Ignore jimmyjazz
5/12/2013 2:30:26 PM

Yes, I'm aware of the Yahoo database. The problem is that systems based on SPY in SF do not line up pricewise with the same instrument in stockcharts. It becomes impossible to do a quick check on the SF results w/o having to manually alter every price.

What I want to do is work on a system using index data, as IF I could actually trade the index.

Alternatively, if someone could tell me an ETF proxy to ^SPX that does NOT pay dividends or split, that would work.

StockFetcher Forums · General Discussion · Trading ^SPX closing prices<< >>Post Follow-up

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