|
PureBytes Links
Trading Reference Links
|
Tz or all,
is there a way to generate "1" for weekly bars ( monday to friday)
these timed frame bars must be stable when new data are added
SC
In amibroker@xxxx, "Stephane Carrasset" <nenapacwanfr@xxxx> wrote:
> 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 ? ?
|