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Re: weekly



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Anthony,

if you take a weekly chart and read the moving average on the last 
bar you'll see the value will be different if you remove one daily 
bar inside the same week.

I have written the time frame dll to backtest systems
on daily data with a weekly filter.
if you take a full and standard week (monday to friday)
I 'll know all weekly arrays( HLC and indicators) at the close of 
friday ( except open on monday)

but the spike is given by dayofweek()<ref(dayofweek(),-1) in AFL or 
in the plugin. this spike is known on monday ( for a standard week)

as the system I backtest are based on a BO ( H > buystop) , I buy on 
close zero delay, so I can't accept to plot these indicators with Ref
( spike, + 1)

reason why the value of a EMA weekly on daily chart with the dll is 
the same that the previous bar of the EMA on weekly chart.


and it is logical to get steps of a weekly average on daily chart
because...I am going to bed

stephane












  • References:
    • weekly
      • From: Stephane Carrasset