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Return Functions
       

Return functions enables quick access to a comprehensive set of functions to calculate periodical change, average, minimum, and maximum values of various data types.    

In terms of user-friendliness, the naming of return functions has the same structure and is divided in levels: [Level1]-Level2-Level3-Level4. These levels correspond to the levels used in the function selection screen.      

Level 1 is not used for security-based functions. Valid only for Groups.

Level 2 includes data types as Session, Day, Week, and Month.

Level 3 determines what type query you want to make.

Level 4 helps you determine the date range within which you perform your query.  

 

Level 1: Security or group based selection

[ ]                                            Security based function

Group                                     Group based function

 

Level 2:  Data type (Session, Day, Week, and Month) selection

Daily                                       Daily data query

Sessionly                                Sessionly data query

Weekly                                   Weekly data query

Monthly                                 Monthly data query

 

Level 3: Query type selection 

Change                                 Percentage change rate (Selected data between selected dates)

Avg                                       Mathematical average (the # of data is used for the denominator, not # of dates so if there is no data for a certain date it will not be included into calculation).

RateToAvg                            The ratio between percentage of the last date value and the average of values

Min                                       The minimum value at date range.

MinDate                                The date of minimum value at the date range.

RateToMin                            The ratio between percentage of the value of the last date and minimum value.

Max                                       The maximum value for specified date interval.

MaxDate                               The date of maximum value at the date range.

RateToMax                           The ratio between percentage of the value of the last date and maximum value.

Sum                                      The summation of values within the date range.

PointInRange                       The ratio between the data of the last date and “max-min” at 0-1 range "(last - min) / (max - min)".

MarketShareROC                 The rate of change of market share for the specified group.

ROCRank                              The ranking for specified group, according to the change ratio of the data between two dates.

 

 

Level 4: Date range selection   

Although all functions receive at least one date parameter as parameter, they run between the two dates.  

BOFFiscalYear                     the Beginning of Fiscal Year to Selected Date

BOFMonth                          the Beginning of Month to Selected Date

BOFPeriod                          the Beginning of Period to Selected Date

BOFWeek                           the Beginning of Week to Selected Date

BOFYear                             the Beginning of Year to Selected Date

PrevDay                              the Previous Day to Selected Date or with specified # of Days, the Previous Day to Selected Date

PrevWeek                           the Previous Week to Selected Date or with specified # of Weeks, the Previous Day to Selected Date

PrevMonth                         the Previous Month to Selected Date or with specified # of Months, the Previous Day to Selected Date

PrevYear                             the Previous Year to Selected Date or with specified # of Years, the Previous Day to Selected Date

EOFPrevWeek                    the End of Previous Week to Selected Date

EOFPrevMonth                  the End of Previous Month to Selected Date

EOFPrevYear                      the End of Previous Year to Selected Date

Between                            Between two dates (Both two dates are expected to be selected by the user.)

 

 

Function Samples:

 

DailyROCEOFPrevYear: Daily-ROC-EOFPrevYear

This function calculates the rate of change of a daily data type for instance: “Close” or “Volume” of a security between the last day and the previous year.

 

You can select "DailyROCEOFPrevYear" functions (Data from Category -> Daily from Data Type (Level2) -> Change from Functions (Level3) ->

Previous Year from Period (Level4)) from the function list with the help of naming easily.

 

 

GroupDailyAvgBetween: Group-Daily-Avg-Between

This function calculates the daily average value of a daily data type for instance: “volume” of a group of securities for the selected date range.

 

You can select “GroupDailyAvgBetween” functions (Group Data from Category -> Daily from Data Type (Level2) -> Average from Functions (Level3) ->

Between from Period (Level4)) from the function list with the help of naming easily.