I’m looking to obtain and use a rule based around the 10 year median for different FRED series. From what I can tell, the closest thing is SMA or EMA, but this is limited to 500 bars, or 2 years when measured daily.
I’m particularly looking at daily values, so this would be 2,600 bars.
Any help to find the 10 year median, or a workaround?
FRED series are usually weekly, monthly, quarterly, or annual, and rarely daily. So, for example, LoopMedian(“Close(CTR,##HDEBTSERV)”,40) will give you the ten-year median since ##HDEBTSERV is reported quarterly. If you look at the Factor and Function Reference under Time Series IDs, the description under each item will tell you how often it reports.