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Thanks Stephane, There are several systems that I wish to code into
Amibroker which incorporate Daily and Weekly data.
While designing these systems, I prefer to remain in Daily Mode.
Best Wishes
Anthony
nenapacwanfr wrote:
> ANTHONY,
> I am writing a plugin to get easily time frame price and time frame
> indicator( only ref, ma ,ema, hhv and llv)with a specific period
> (we'll can use it in intraday data), so we 'll be able to plot on a
> daily chart or on a intraday chart
>
> tfC(period)
> or tfMa(period)...
>
> 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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