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Hi, Anthony,
What you call weekly is a time frame of 5 bars ( in EOD) , not
exactly the weekly data.
So tell me if I am wrong but if you calculate a average with a time
frame of 5 and a price on a weekly mode ( dayofweek) you must have
somme error when the week counts < 5 days.
>
> Here you are load into AA and your setting can be in Daily mode.
Also,
> if you want to check the value of the MACD(), load into AA and click
> explore, then scroll back with the silder control and you will see
the
> values match those that are returned.
>
> Hope this helps.
> Anthony
>
> /*********Begin code*************/
> weeklyperiods=5;//1 week back=1x5=5, 2weeks=2x5=10, etc.
>
> WeeklyPrice=MACD();
> WeeklyMACD=ValueWhen(DayOfWeek() > Ref(
> DayOfWeek(),1),WeeklyPrice);//Current week.
>
> Buy=IIf(WeeklyMACD > Ref(WeeklyMACD,-weeklyperiods)AND C <
> Ref(C,-1),1,0);
> Sell=IIf(WeeklyMACD < Ref(WeeklyMACD,-weeklyperiods)AND C >
> Ref(C,-1),1,0);
> Short=0;Cover=0;
>
> Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);
>
> Filter=1;
> AddColumn(Buy,"Buy");
> AddColumn(Sell,"Sell");
> AddColumn(WeeklyMACD,"MACDWeek");
> AddColumn(Ref(WeeklyMACD,-weeklyperiods),"MACDprior");
> /********End Code**********************/
>
> William Wong wrote:
>
> >
> >
> > Hi Anthony,
> >
> > Thanks for the reply.
> >
> > The trading rule that I am trying to test is:
> >
> > if macd of current week > macd of previous week and today close <
> > yesterday close then buy
> >
> > if macd of current week < macd of previous week and today close >
> > yesterday close then sell
> >
> > Question is:
> >
> > How do I get macd on weekly data if the setting on AA is daily?
> >
> > Anthony Faragasso <ajf1111@xxxx> wrote:
> >
> > William,
> >
> > I have sent several posts concerning this very issue, I feel
> > we should
> > be able to override any system setting with hard code. The
> > example code
> > below may help to explain. Load into AA, n last qoutation,
> > n=1, click
> > explore.
> >
> > WeeklyPds=20;//
> > WeeklyPrice=C;
> > Weekly=ValueWhen(DayOfWeek() > Ref(
> > DayOfWeek(),1),WeeklyPrice);
> >
> > Filter=1;
> > AddColumn(weekly,"Weekly");
> > AddColumn(Ref(weekly,-WeeklyPds),"");// This does not return
> > the Close
> > price 20
> > weeks ago while in Daily mode, it is working in Days, so, to
> > get the
> > Close price 20 weeks ago you should * 5;
> >
> >
> > williamwongys wrote:
> >
> > > I am trying to implement a daily trading rule that only
> > uses buy
> > > signals if the weekly trend is up and sell signals if the
> > weekly
> > > trend is down. How can I access the weekly data while
> > backtesting on
> > > daily data?
> > >
> > > William
> > >
> > >
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