3f:null 40:["$","title",null,{"children":"SELECTABLE DATASET TEST | Zou | Observable"}] 46:T4d0,account_A={ //[{shares,cash,value,date}] var data = data3 var account_array = [] var account_prev = {shares:0,cash:10000,value:10000,date: data[0].Date} var buys = crosses2["DatesUp"] var sells = crosses2["DatesDown"] account_array.push(account_prev) for (var day in data) { var account_daily = {} var date = data[day]["Date"] var AAPL_price = data[day]["Close"] account_daily["shares"] = account_prev["shares"] account_daily["cash"] = account_prev["cash"] if (date === buys[0]) { if (account_daily["shares"]==0) { account_daily["cash"] = account_daily["cash"] - AAPL_price*volume account_daily["shares"] = volume } buys = buys.slice(1) } if (date === sells[0]) { if (account_daily["shares"]>0) { account_daily["cash"] = account_daily["cash"] + AAPL_price*volume account_daily["shares"] = 0 } sells = sells.slice(1) } account_daily["value"] = account_daily["shares"] * AAPL_price + account_daily["cash"] account_daily["date"] = date account_array.push(account_daily) account_prev = account_daily } return account_array }47:T4d0,account_B={ //[{shares,cash,value,date}] var data = data3 var account_array = [] var account_prev = {shares:0,cash:10000,value:10000,date: data[0].Date} var buys = crosses3["DatesUp"] var sells = crosses3["DatesDown"] account_array.push(account_prev) for (var day in data) { var account_daily = {} var date = data[day]["Date"] var AAPL_price = data[day]["Close"] account_daily["shares"] = account_prev["shares"] account_daily["cash"] = account_prev["cash"] if (date === buys[0]) { if (account_daily["shares"]==0) { account_daily["cash"] = account_daily["cash"] - AAPL_price*volume account_daily["shares"] = volume } buys = buys.slice(1) } if (date === sells[0]) { if (account_daily["shares"]>0) { account_daily["cash"] = account_daily["cash"] + AAPL_price*volume account_daily["shares"] = 0 } sells = sells.slice(1) } account_daily["value"] = account_daily["shares"] * AAPL_price + account_daily["cash"] account_daily["date"] = date account_array.push(account_daily) account_prev = account_daily } return account_array }48:T6e2,account_D={ //[{shares,cash,value,date}] var data = data3 var account_array = [] var account_prev = {shares:0,cash:10000,value:10000,date: data[0].Date} var buys = crosses2["DatesUp"] var sells = crosses2["DatesDown"] var sig1 = "" var buys3 = crosses3["DatesUp"] var sells3 = crosses3["DatesDown"] var sig2 = "" var debug = [] account_array.push(account_prev) for (var day in data) { var account_daily = {} var date = data[day]["Date"] var AAPL_price = data[day]["Close"] if (date == buys[0]) { sig1 = "buy" buys = buys.slice(1) } if (date == buys3[0]) { sig2 = "buy" buys = buys3.slice(1) } if (date == sells[0]) { sig1 = "sell" sells = sells.slice(1) } if (date == buys3[0]) { sig2 = "sell" sells3 = sells3.slice(1) } debug.push([sig1,sig2]) data[day]["sig1"] = "buy" account_daily["shares"] = account_prev["shares"] account_daily["cash"] = account_prev["cash"] if (sig1 == "buy" && sig2 == "buy") { if (account_daily["shares"]==0) { account_daily["cash"] = account_daily["cash"] - AAPL_price*100 account_daily["shares"] = 100 } } if (sig1 == "sell" || sig2 == "sell") { if (account_daily["shares"]>0) { account_daily["cash"] = account_daily["cash"] + AAPL_price*100 account_daily["shares"] = 0 } } account_daily["value"] = account_daily["shares"] * AAPL_price + account_daily["cash"] account_daily["date"] = date //account_array.push(account_daily) account_prev = account_daily } return debug return account_array }49:T5bf,account_E={ //[{shares,cash,value,date}] var data = data3 var account_array = [] var account_prev = {shares:0,cash:10000,value:10000,date: data[0].Date} var buys = crosses2["DatesUp"] var sells = crosses2["DatesDown"] var sig1 = "" var count = 1 var debug = [] account_array.push(account_prev) for (var day in data) { var account_daily = {} var date = data[day]["Date"] var AAPL_price = data[day]["Close"] sig1 = sig1 - 0.005 if (date == buys[0]) { sig1 = 1 buys = buys.slice(1) } data[day]["sig1"] = "buy" account_daily["shares"] = account_prev["shares"] account_daily["cash"] = account_prev["cash"] if (sig1 == 1) { if (account_daily["shares"]0) { account_daily["cash"] = account_daily["cash"] + AAPL_price*count account_daily["shares"] = account_daily["shares"] - count count += 1 } } account_daily["value"] = account_daily["shares"] * AAPL_price + account_daily["cash"] account_daily["date"] = date account_array.push(account_daily) account_prev = account_daily } return account_array }4a:T6f7,account_F={ //[{shares,cash,value,date}] var data = data3 var account_array = [] var account_prev = {shares:0,cash:10000,value:10000,date: data[0].Date} var buys = crosses2["DatesUp"] var sells = crosses2["DatesDown"] var sig1 = "" var count = 1 var debug = [] account_array.push(account_prev) for (var day in data) { var account_daily = {} var date = data[day]["Date"] var AAPL_price = data[day]["Close"] sig1 = sig1 - 0.005 if (date == buys[0]) { sig1 = 1 buys = buys.slice(1) } if (date == sells[0]) { sig1 = -5 buys = sells.slice(1) } data[day]["sig1"] = "buy" account_daily["shares"] = account_prev["shares"] account_daily["cash"] = account_prev["cash"] if (sig1 == 1) { if (account_daily["shares"]0) { account_daily["cash"] = account_daily["cash"] + AAPL_price*count account_daily["shares"] = account_daily["shares"] - count count += 1 } } if (sig1<=-5) { if (account_daily["shares"]>0) { account_daily["cash"] = account_daily["cash"] + AAPL_price*(account_daily["shares"]) account_daily["shares"] = 0 } } account_daily["value"] = account_daily["shares"] * AAPL_price + account_daily["cash"] account_daily["date"] = date account_array.push(account_daily) account_prev = account_daily } return account_array }4b:[{"id":"89451ae39d662bc7ce3501bd1798032622cecadef2f42aa3fa8ffae99c63b22232b1e5ee4a00241417ffccc3343aa5a4bebf38bbda0d74b320debd0e7774a31a","href":"https://static.observableusercontent.com/files/89451ae39d662bc7ce3501bd1798032622cecadef2f42aa3fa8ffae99c63b22232b1e5ee4a00241417ffccc3343aa5a4bebf38bbda0d74b320debd0e7774a31a","name":"AAPL.csv","type":"text/csv","lastModified":1663948353173.02,"size":773348},{"id":"fc7ae6a99f0dd1357ecccf2e1cd8718f5c11a0a4bdb6da45b10e9bc18317d55c5d8bf3862a0d65b6f0ac23d7c42bd1d0a425cb771bb33b4a2b8ce423480602e1","href":"https://static.observableusercontent.com/files/fc7ae6a99f0dd1357ecccf2e1cd8718f5c11a0a4bdb6da45b10e9bc18317d55c5d8bf3862a0d65b6f0ac23d7c42bd1d0a425cb771bb33b4a2b8ce423480602e1","name":"sp500.csv","type":"text/csv","lastModified":1663948415285.289,"size":3425495},{"id":"27de468452fe78b4ef501229890e9c3253394c514623905d2c608037ec5de07d7e410e8103a138db3d4e9da5d9cc7e4568d224f0c40adfd827c0b6be72ea5f79","href":"https://static.observableusercontent.com/files/27de468452fe78b4ef501229890e9c3253394c514623905d2c608037ec5de07d7e410e8103a138db3d4e9da5d9cc7e4568d224f0c40adfd827c0b6be72ea5f79","name":"GOOG@1.csv","type":"text/csv","lastModified":1663968419402.119,"size":330211}] 44:{"id":"222113131cc83b40","slug":"selectable-dataset-test","title":"SELECTABLE DATASET TEST","thumbnail":"6aa16891e395c41c9a41d07ba61e5c9a5ef88c17581992b53c58a14159de028c","access_level":"public","create_time":"$D2022-09-23T15:52:33.173Z","update_time":"$D2022-09-23T21:28:29.122Z","view_time":null,"first_public_time":"$D2022-09-24T03:07:21.195Z","has_unpublished_edits":null,"fork":{"id":"08dad6654f86c94f","slug":"golden-cross-backtest-interactive","title":"Golden Cross Backtest [+Interactive]","owner":{"id":"899b556b1e8abd3c","login":"zedoweyou","name":"Zou"}},"stars":0,"starred":false,"owner":{"type":"team","id":"899b556b1e8abd3c","login":"zedoweyou","name":"Zou","avatar_url":"https://avatars-next.observableusercontent.com/ea061a4600190816a17ba9a71dbd9256a310d1061e3fed464cded281d6c243f2","tier":"starter_2024","bio":"Math Shenanigans","following":false},"version":571,"publish_version":571,"role":null,"authored":false,"authors":[{"type":"individual","id":"d4e984211ff994d2","login":"zedoweyou","name":"Zou","avatar_url":"https://avatars-next.observableusercontent.com/ea061a4600190816a17ba9a71dbd9256a310d1061e3fed464cded281d6c243f2","tier":null,"bio":"Math Shenanigans","following":false}],"members":[{"type":"individual","id":"d4e984211ff994d2","login":"zedoweyou","name":"Zou","avatar_url":"https://avatars-next.observableusercontent.com/ea061a4600190816a17ba9a71dbd9256a310d1061e3fed464cded281d6c243f2","tier":null,"role":"editor"}],"comments":[],"custom_thumbnail":false,"trashed":false,"lapsed":null,"subscribed":null,"forks":0,"collection":null,"type":"notebook","body":{"titling":"auto","title":"SELECTABLE DATASET TEST","cells":[{"id":0,"value":"# SELECTABLE DATASET TEST","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"","database":"$undefined"},{"id":11,"value":"Test With Shifting Between Data Sets","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"","database":"$undefined"},{"id":516,"value":"viewof sym = Inputs.select([\"AAPL\",\"SPY\",\"GOOG\"], {label: \"Symbol\"})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":28,"value":"### Price of ${sym} for the past 5 years","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"","database":"$undefined"},{"id":26,"value":"Plot.plot({\n x: {\n label: \"Date →\"\n },\n y: {\n label: \"↑ Closing Price\",\n grid: true\n },\n marks: [\n Plot.lineY(data, {\n x: (d) => d.Date,\n y: (d) => d.Close,\n stroke: \"grey\",\n strokeWidth: 1.1,\n curve: \"linear\",\n }),\n \n Plot.ruleY([0])\n ],\n width,\n \n \n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":32,"value":"#### Now let's see the moving average again:","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"","database":"$undefined"},{"id":36,"value":"### Price of ${sym} with Moving Averages","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"","database":"$undefined"},{"id":55,"value":"Swatches(d3.scaleOrdinal([sym, timewindow+\" Day Moving Average\", timewindowb+\" Day Moving Average\"], [\"lightgrey\",\"lightblue\",\"cyan\"]))","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":34,"value":"Plot.plot({\n x: {\n label: \"Date →\"\n },\n y: {\n label: \"↑ Closing Price\",\n grid: true\n },\n marks: [\n Plot.lineY(data, {\n x: (d) => d.Date,\n y: (d) => d.Close,\n stroke: \"grey\",\n strokeWidth: 0.8,\n curve: \"linear\"\n }),\n Plot.lineY(data, {\n x: (d) => d.Date,\n y: (d) => d.avg,\n stroke: \"lightblue\",\n strokeWidth: 1.3,\n curve: \"linear\"\n }),\n Plot.lineY(data, {\n x: (d) => d.Date,\n y: (d) => d.avg2,\n stroke: \"cyan\",\n strokeWidth: 1.1,\n curve: \"linear\"\n }),\n \n Plot.ruleY([0])\n ],\n width,\n \n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":76,"value":"I've provided two sliders this time so we can investigate how different shorter and longer period moving averages work relative to each other.","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"","database":"$undefined"},{"id":38,"value":"viewof timewindow = Inputs.range([1, 50], {step: 1, label: \"Time Period (days)\", value:15})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":43,"value":"viewof timewindowb = Inputs.range([50, 200], {step: 1, label: \"Time Period 2(days)\", value:50})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":81,"value":"#### Next we'll check what the crossover points look like:","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"","database":"$undefined"},{"id":83,"value":"### Price of ${sym} with Crossover points","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"","database":"$undefined"},{"id":115,"value":"Swatches(d3.scaleOrdinal([sym, timewindow+\" Day Moving Average\", timewindowb+\" Day Moving Average\",\"Golden Cross\", \"Death Cross\"], [\"lightgrey\",\"lightblue\",\"cyan\",\"lightgreen\",\"pink\"]))","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":87,"value":"Plot.plot({\n x: {\n label: \"Date →\"\n },\n y: {\n label: \"↑ Closing Price\",\n grid: true\n },\n marks: [\n Plot.ruleX(crosses[\"DatesUp\"], {stroke: \"lightgreen\"}),\n Plot.ruleX(crosses[\"DatesDown\"], {stroke: \"pink\"}),\n Plot.lineY(data2, {\n x: (d) => d.Date,\n y: (d) => d.Close,\n stroke: \"grey\",\n strokeWidth: 0.7,\n curve: \"linear\"\n }),\n Plot.lineY(data2, {\n x: (d) => d.Date,\n y: (d) => d.avg,\n stroke: \"lightblue\",\n strokeWidth: 1.3,\n curve: \"linear\"\n }),\n Plot.lineY(data2, {\n x: (d) => d.Date,\n y: (d) => d.avg2,\n stroke: \"cyan\",\n strokeWidth: 1.1,\n curve: \"linear\"\n }),\n \n Plot.ruleY([0])\n ],\n width,\n \n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":93,"value":"viewof timewindow2 = Inputs.range([1, 50], {step: 1, label: \"Time Period (days)\", value:15})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":98,"value":"viewof timewindow2b = Inputs.range([50, 200], {step: 1, label: \"Time Period 2(days)\", value:50})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":130,"value":"#### Let's see how this strategy with these two crossover signals perform against other simple strategies:","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"","database":"$undefined"},{"id":280,"value":"### Portfolio Value of Strategies investing in the ${sym} over ${years} Years","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"","database":"$undefined"},{"id":329,"value":"Swatches(d3.scaleOrdinal([\"Buy and Hold\", \"Golden/Death Crossover\", \"Simple Crossover\", \"Golden Crossover\"],[\"cyan\",\"lightgreen\",\"violet\",\"orange\"]))","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":168,"value":"chart = Plot.plot({\n x: {\n label: \"Date →\"\n },\n y: {\n label: \"↑ Portfolio Value\",\n grid: true\n },\n marks: [\n Plot.lineY(account_C, {\n x: (d) => d.date,\n y: (d) => d.value,\n stroke: \"cyan\",\n strokeWidth: 1.2,\n curve: \"linear\"\n }),\n Plot.lineY(account_B, {\n x: (d) => d.date,\n y: (d) => d.value,\n stroke: \"violet\",\n strokeWidth: 1.2,\n curve: \"linear\"\n }),\n Plot.lineY(account_A, {\n x: (d) => d.date,\n y: (d) => d.value,\n stroke: \"lightgreen\",\n strokeWidth: 1.2,\n curve: \"linear\"\n }),\n Plot.lineY(account_E, {\n x: (d) => d.date,\n y: (d) => d.value,\n stroke: \"orange\",\n strokeWidth: 1.2,\n curve: \"linear\"\n }),\n\n \n \n Plot.ruleY([0])\n ],\n width,\n \n})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":421,"value":"viewof volume = Inputs.range([10, 300], {step: 10, label: \"Trade Volume (shares)\", value:100})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":266,"value":"viewof years = Inputs.range([2, 10], {step: 1, label: \"Years\", value:5})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":196,"value":"Short and Long Term Moving Averages\n","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"","database":"$undefined"},{"id":160,"value":"viewof timewindow3 = Inputs.range([1, timewindow3b-1], {step: 1, label: \"Time Period (days)\", value:15})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":163,"value":"viewof timewindow3b = Inputs.range([3, 200], {step: 1, label: \"Time Period 2(days)\", value:50})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":198,"value":"Single Moving Average","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"","database":"$undefined"},{"id":200,"value":"viewof timewindow4 = Inputs.range([5, 100], {step: 1, label: \"Time Period (days)\", value:50})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":465,"value":"*While it's fun to min-max these different values to see what results in optimal performance, let's remember that against live data we don't have this luxury of changing our strategy after we already committed funds to it or see future performance until it actually affects our accounts.*","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"","database":"$undefined"},{"id":16,"value":"### Data and Code:","pinned":false,"hidden":false,"mode":"md","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"","database":"$undefined"},{"id":18,"value":"SPY_raw = FileAttachment(\"sp500.csv\").csv({typed: true})\n \n","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":554,"value":"SPY = {\n var data = SPY_raw\n for (var day in data)\n {\n data[day][\"Close\"]=data[day][\"close\"]\n data[day][\"Date\"]=data[day][\"date\"]\n }\n return data\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":564,"value":"GOOG = FileAttachment(\"GOOG@1.csv\").csv({typed: true})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":537,"value":"AAPL = FileAttachment(\"AAPL.csv\").csv({typed: true})","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":504,"value":"data_raw = {\n var data_sets = {\"SPY\": SPY, \"AAPL\":AAPL, \"GOOG\": GOOG}\n var data = data_sets[sym]\n return data\n}\n","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":23,"value":"data = {\n \n var sum = 0\n var sum2 = 0\n var data_recent = data_raw.slice(-252*5)\n for (var day in data_recent)\n {\n //cleanup\n delete data_recent[day][\"Open\"]\n delete data_recent[day][\"High\"]\n delete data_recent[day][\"Low\"]\n delete data_recent[day][\"Volume\"]\n delete data_recent[day][\"Dividends\"]\n delete data_recent[day][\"Stock Splits\"]\n delete data_recent[day][\"avg\"]\n delete data_recent[day][\"avg2\"]\n \n sum += data_recent[day][\"Close\"]\n data_recent[day][\"sum\"] = sum\n if (day >= timewindow)\n {\n data_recent[day][\"avg\"] = (data_recent[day][\"sum\"] - data_recent[day-timewindow][\"sum\"])/timewindow\n }\n if (day >= timewindowb)\n {\n data_recent[day][\"avg2\"] = (data_recent[day][\"sum\"] - data_recent[day-timewindowb][\"sum\"])/timewindowb\n }\n }\n \n return data_recent\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":90,"value":"data2 = {\n \n var sum = 0\n var data_recent = data_raw.slice(-252*5)\n for (var day in data_recent)\n {\n //cleanup\n delete data_recent[day][\"Open\"]\n delete data_recent[day][\"High\"]\n delete data_recent[day][\"Low\"]\n delete data_recent[day][\"Volume\"]\n delete data_recent[day][\"Dividends\"]\n delete data_recent[day][\"Stock Splits\"]\n delete data_recent[day][\"avg\"]\n delete data_recent[day][\"avg2\"]\n \n sum += data_recent[day][\"Close\"]\n data_recent[day][\"sum\"] = sum\n if (day >= timewindow2)\n {\n data_recent[day][\"avg\"] = (data_recent[day][\"sum\"] - data_recent[day-timewindow2][\"sum\"])/timewindow2\n }\n if (day >= timewindow2b)\n {\n data_recent[day][\"avg2\"] = (data_recent[day][\"sum\"] - data_recent[day-timewindow2b][\"sum\"])/timewindow2b\n }\n }\n \n return data_recent\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":148,"value":"data3 = {\n \n var sum = 0\n var data_recent = data_raw.slice(-252*years)\n for (var day in data_recent)\n {\n //cleanup\n delete data_recent[day][\"Open\"]\n delete data_recent[day][\"High\"]\n delete data_recent[day][\"Low\"]\n delete data_recent[day][\"Dividends\"]\n delete data_recent[day][\"Stock Splits\"]\n delete data_recent[day][\"avg\"]\n delete data_recent[day][\"avg2\"]\n delete data_recent[day][\"avg3\"]\n \n sum += data_recent[day][\"Close\"]\n data_recent[day][\"sum\"] = sum\n if (day >= timewindow3)\n {\n data_recent[day][\"avg\"] = (data_recent[day][\"sum\"] - data_recent[day-timewindow3][\"sum\"])/timewindow3\n }\n if (day >= timewindow3b)\n {\n data_recent[day][\"avg2\"] = (data_recent[day][\"sum\"] - data_recent[day-timewindow3b][\"sum\"])/timewindow3b\n }\n if (day >= timewindow4)\n {\n data_recent[day][\"avg3\"] = (data_recent[day][\"sum\"] - data_recent[day-timewindow4][\"sum\"])/timewindow4\n }\n }\n \n return data_recent\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":105,"value":"crosses = {\n var cross = []\n var crossFromAboveDates = []\n var crossFromBelowDates = []\n var data = data2.slice(0)\n for (var day in data)\n {\n if(day>timewindow2b)\n {\n //cross from above\n if (data[day-1][\"avg\"] > data[day-1][\"avg2\"] && data[day][\"avg\"] <= data[day][\"avg2\"])\n {\n cross.push({Date:data[day][\"Date\"],crossfrom:\"Above\"})\n crossFromAboveDates.push(data[day][\"Date\"])\n }\n //cros from below\n else if (data[day-1][\"avg\"] < data[day-1][\"avg2\"] && data[day][\"avg\"] >= data[day][\"avg2\"])\n {\n cross.push({Date:data[day][\"Date\"],crossfrom:\"Below\"})\n crossFromBelowDates.push(data[day][\"Date\"])\n }\n }\n \n }\n return {Crossover: cross, DatesUp: crossFromBelowDates, DatesDown: crossFromAboveDates}\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":153,"value":"crosses2 = {\n var cross = []\n var crossFromAboveDates = []\n var crossFromBelowDates = []\n var data = data3.slice(0)\n for (var day in data)\n {\n if(day>timewindow3b)\n {\n //cross from above\n if (data[day-1][\"avg\"] > data[day-1][\"avg2\"] && data[day][\"avg\"] <= data[day][\"avg2\"])\n {\n cross.push({Date:data[day][\"Date\"],crossfrom:\"Above\"})\n crossFromAboveDates.push(data[day][\"Date\"])\n }\n //cros from below\n else if (data[day-1][\"avg\"] < data[day-1][\"avg2\"] && data[day][\"avg\"] >= data[day][\"avg2\"])\n {\n cross.push({Date:data[day][\"Date\"],crossfrom:\"Below\"})\n crossFromBelowDates.push(data[day][\"Date\"])\n }\n }\n \n }\n return {Crossover: cross, DatesUp: crossFromBelowDates, DatesDown: crossFromAboveDates}\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":176,"value":"crosses3 = {\n var cross = []\n var crossFromAboveDates = []\n var crossFromBelowDates = []\n var data = data3.slice(0)\n for (var day in data)\n {\n if(day>timewindow3b)\n {\n //cross from above\n if (data[day-1][\"Close\"] > data[day-1][\"avg3\"] && data[day][\"Close\"] <= data[day][\"avg3\"])\n {\n cross.push({Date:data[day][\"Date\"],crossfrom:\"Above\"})\n crossFromAboveDates.push(data[day][\"Date\"])\n }\n //cros from below\n else if (data[day-1][\"Close\"] < data[day-1][\"avg3\"] && data[day][\"Close\"] >= data[day][\"avg3\"])\n {\n cross.push({Date:data[day][\"Date\"],crossfrom:\"Below\"})\n crossFromBelowDates.push(data[day][\"Date\"])\n }\n }\n \n }\n return {Crossover: cross, DatesUp: crossFromBelowDates, DatesDown: crossFromAboveDates}\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":165,"value":"$46","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":179,"value":"$47","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":236,"value":"account_C={\n //[{shares,cash,value,date}]\n\n var data = data3\n var account_array = []\n var account_prev = {shares:0,cash:10000,value:10000,date: data[0].Date}\n\n var buys = crosses3[\"DatesUp\"]\n var sells = crosses3[\"DatesDown\"]\n\n \n account_array.push(account_prev)\n for (var day in data)\n {\n var account_daily = {}\n \n var date = data[day][\"Date\"]\n var AAPL_price = data[day][\"Close\"]\n\n \n\n account_daily[\"shares\"] = account_prev[\"shares\"]\n account_daily[\"cash\"] = account_prev[\"cash\"]\n\n \n if (account_daily[\"shares\"]==0 && day>timewindow3b)\n {\n account_daily[\"cash\"] = account_daily[\"cash\"] - AAPL_price*volume\n account_daily[\"shares\"] = volume\n }\n \n\n \n \n account_daily[\"value\"] = account_daily[\"shares\"] * AAPL_price + account_daily[\"cash\"]\n account_daily[\"date\"] = date\n \n \n \n \n account_array.push(account_daily)\n account_prev = account_daily\n }\n return account_array\n}","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":286,"value":"$48","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":359,"value":"$49","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":479,"value":"$4a","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"},{"id":52,"value":"import {Swatches} from \"@d3/color-legend\"","pinned":false,"hidden":false,"mode":"ojs","author":"$undefined","summary":"$undefined","tool":"$undefined","providerMetadata":"$undefined","attachments":"$undefined","output":"$undefined","database":"$undefined"}],"files":"$W4b","stdlib":"1"}} 45:"$44:body"