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Leading Lagging
MarketScript > Functions > Leading Lagging

Lead function

lead (expr, number [, period])

parameters

  1. expr:

    Stream of data to be lead/lagged.

  2. number:

    Number of periods to lead/lag the data.

    values: positive integer number required.

  3. period:

    Time period to be used for lead/lag.

    values:

    c, cal, calendar - calendar days,
    q, quo, quoted - quoted days,
    w, week, weeks - weeks

    default: calendar

examples

lead( "/GCL[0]", 10, calendar )

lead( "/GCL[0]", 10, c )

lead( "/GCL[0]", 4 )

lead( "/GCL[0]", 1, week)

lead( "/GCL[0]", 1 week)

lead( "/GCL[0]", 1w)

Lag function

lag (expr, number [, period])

parameters

(see lead function)

examples

lag( "/GCL[0]", 3, quoted)

lag( "/GCL[0]", 3q)