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455.Text data calculation -- How to generate a TREND column of Hodrick-Prescott Filter base on CLOSE value?

User: editor -- 2010-03-21          << 454  456 >>
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Type: Text data calculation   
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Description:
How to generate a TREND column of Hodrick-Prescott Filter base on CLOSE value?

Use column LOW as input serials, generate an output TREND column.
Input Sample:
CODE,DATE,OPEN,HIGH,LOW,CLOSE,VOLUME

ORCL,08/20/09,21.62,21.95,21.51,21.84,21269106
ORCL,08/21/09,22.04,22.04,21.64,22.01,29773354
ORCL,08/24/09,22.03,22.39,21.94,22.22,22317234
ORCL,08/25/09,22.39,22.45,22.10,22.13,30736206
...
Output Sample:
DATE TIME OPEN HIGH LOW VOLUME CLOSE TREND
08/20/09 00:00 21.62 21.95 21.51 21269106 21.84 21.49
08/21/09 00:00 22.04 22.04 21.64 29773354 22.01 21.69
08/24/09 00:00 22.03 22.39 21.94 22317234 22.22 21.90
08/25/09 00:00 22.39 22.45 22.10 30736206 22.13 22.11
Answer:
Hint: You need to Download and install "Replace Pioneer" on windows platform to finish following steps.
1. ctrl-o open source text file
2. ctrl-h open 'replace' dialog
set 'Replace witn pattern' to:

click 'Advaned' page, set 'Run following for each match unit' to:

3. click 'Replace', done, ctrl-s save to file.

Note: 
* you can change the penalty value to other value in step 2
* some bytes omitted above, you need to download scripts below.
Download Script:  scripts/455.rst.zip

Screenshot 1:  Replace_Window


Screenshot 2:  Replace_Advanced_Window


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Check Demo of Text data calculation
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