[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: EOD indicators while in Intray Mode



PureBytes Links

Trading Reference Links

hello,

I use the dll to backtest weekly indic on EOD or hourly indic on 
minute
I have not tested EOD indic on minutes

must be possible in AFL
first the impulse pic can be given by
impulse=day()<ref(day(),-1);


the close daily must be
CloseDaily=valuewhen(impulse,ref(c,-1));

now you need to know the period to approximate the daily indic on 
minute bars,use the modulo.
picperiod=cum(impulse)%20==0;

now you must be able to plot an 20 MA daily on minute bar

with ma(Closedaily,barssince(picperiod);

stephane

> 
> I've been searching this group for a while and haven't found the 
> answer I'm looking for. So apologies in advance if this has already 
> been covered.
> 
> I want to do explorations and backtesting in intraday mode, but use 
> some EOD indicators. Specifically I want to reference 20day 2stdev 
> Bollinger Bands using EOD data.
> 
> Suggestions on how to accomplish this?
> 
> Thanks in advance,
> 
> Stan