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Stephane,
I have been pursuing this very subject for over 2 months now, I feel
that even if we are in Daily mode setting , we should be able to extract
Weekly and Monthly data. Here is an example that I believe we should be
able to do , but at this time we can not.
weeklypds=5;//weeks back
weeklyPrice=C;
Weekly=ValueWhen(DayOfWeek() > Ref( DayOfWeek(),1),WeeklyPrice);
value1=ref(weekly,-weeklypds);
//you would think that VALUE1 would return the weekly value of the
close 5 weeks prior, Even though we are in Daily mode since we declared
Weekly above with the formula. It does not.
As of yet, Tomasz has not responded with a workaround for this dilema. I
should not need to do it in script, Amibroker should be able to do all
things, we can only hope and wait for the magic.
Also, I have asked Tomasz to confirm some code concerning this very
issue. No response.
Anthony
nenapacwanfr wrote:
> 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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