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Hello,
To get weekly close from daily data use:
Cw=ValueWhen( DayOfWeek() > Ref( DayOfWeek(), 1), Close );
this method works even if Friday is not trading day.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "dtsokakis" <TSOKAKIS@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, December 10, 2001 7:30 AM
Subject: [amibroker] Re: Multiple time frames
> Hi Larry,
> Everything would be OK if every trading week had
> a) a Friday
> b) 5 trading days
> But trading weeks do not always have a) and/or b).
> In such a case you will miss some values.
> Dimitris Tsokakis
> --- In amibroker@xxxx, "Yahoo" <lazza@xxxx> wrote:
> > Here is another one for previous weekly H and L and C on daily bars.
> >
> > I think this is correct?
> >
> > Regards,
> >
> > Larry
> >
> > /*Weekly OHLC on Daily Chart
> >
> > by Larry Lovrencic*/
> >
> > graphxspace=1;
> >
> > MaxGraph=4;
> >
> > Graph0 =Close;
> >
> > Hw=ValueWhen( DayOfWeek() == 5, HHV(H, 5) );
> >
> > Graph1 =Ref(Hw,-1);
> >
> > Lw= ValueWhen( DayOfWeek() == 5, LLV(L, 5) );
> >
> > Graph2=Ref(Lw,-1);
> >
> > Cw=ValueWhen( DayOfWeek() == 5, Close );
> >
> > Graph3 =Ref(Cw,-1);
> >
> > Graph0Style=4+128;
> >
> > Graph0Color=29;
> >
> > Graph1Color=4;
> >
> > Graph1Style=4+8+16;
> >
> > Graph2Color=5;
> >
> > Graph2Style=4+8+16;
> >
> > Graph3Color=1;
> >
> > Graph3Style=4+128;
> >
> > Title = Date()+" "+Name()+" Wkly HLC on Dly" +" O"+WriteVal
> (O,format=1.2)+"
> > H"+WriteVal(H,format=1.2)+" L"+WriteVal(L,format=1.2)+"
> > C"+WriteVal(C,format=1.2)+ " Wkly H=" + WriteVal(Graph1,format=1.2)
> +" Wkly
> > L="+WriteVal(Graph2,format=1.2)+" Wkly C="+WriteVal
> (Graph3,format=1.2);
> >
> >
> >
> >
> > -----Original Message-----
> > From: nenapacwanfr [mailto:nenapacwanfr@x...]
> > Sent: Monday, 10 December 2001 05:55
> > To: amibroker@xxxx
> > Subject: [amibroker] Re: Multiple time frames
> >
> >
> >
> >
> > Dim,
> >
> > Dim,
> >
> > I have tried to plot and compares the two codes.
> >
> > B=DayOfWeek();
> > G=BarsSince(B<Ref(B,-1));
> > Hw=ValueWhen(B<Ref(B,-1),HHV(Ref(H,-1) ,Ref(G,-1)+1));
> >
> > this code gives the highest H of the previous week on Monday
> > ( if monday is the first day )of the actual week
> >
> > Now if I plot
> > B=DayOfWeek();
> > G=B<Ref(B,-1);
> > HW=highest(H,G);
> > gives you the high of the actual week,
> > but you don't have the weekly bars of H
> > on daily chart.
> >
> > steph
> > > Cw=ValueWhen(B<Ref(B,-1),Ref(Close,-1));
> > > gives every Monday (or every first working day of the week) the
> > > close value for last Friday (or the last working day of previous
> > week)
> > > and keeps this value till the end of the week.
> > > As for Hw and Lw is quite different from the question.
> > > Try to plot them and you will see.
> > > Dimitris Tsokakis
> > > --- In amibroker@xxxx, "nenapacwanfr" <nenapacwanfr@xxxx> wrote:
> > > > HI,
> > > > Do you think this could do the job
> > > >
> > > > steph
> > > >
> > > > /***Weekly Bars***/
> > > > B=DayOfWeek();
> > > > G=BarsSince(B<Ref(B,-1));
> > > >
> > > > Hw=ValueWhen(B<Ref(B,-1),HHV(Ref(H,-1) ,Ref(G,-1)+1));
> > > > Lw=ValueWhen(B<Ref(B,-1),LLV(Ref(L,-1) ,Ref(G,-1)+1));
> > > > Cw=ValueWhen(B<Ref(B,-1),Ref(Close,-1));
> > > >
> > > > Graph0=Close;
> > > > Graph0Color=1 ;
> > > > Graph0Style=64;
> > > >
> > > > Graph1=CW;
> > > > Graph1Color= 5 ;
> > > > Graph1Style=1;
> > > >
> > > >
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
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