PureBytes Links
Trading Reference Links
|
Tz,
You wrote
<<
Hi Dimitris, For example if you want to generate a "1" every 8th bar
you can now write impulse8 = ( cum(1) % 8 ) == 0; This is useful when
you try to simulate different periodicity from daily data: close8 =
ValueWhen( impulse8, close ); high8 = HighestSince( impulse8, high );
low8 = LowestSince( impulse8, low ); Best regards, Tomasz Janeczko
>>
but the 8time frame bars ( or another lenght of time frame) are
calculated from the last data isn't it ?
and change when new data are added
so it can't be use in backtest
right or wrong ? ?
|