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I'm using the following to get a weekly price:
c_w = TimeFrameGetPrice("C", inWeekly);
if I raise a friday's price by a factor of 10, not only does the weekly
price on that day go up, but so do the weekly prices for every day EARLIER
that week. monday's weekly price depends on the close THE FOLLOWING FRIDAY.
if weekly price figures depend on data for the rest of the days *afterwards*
in that week, they're effectively looking into the future.
this is a huge no-no for backtesting, and, unfortunately, may be the reason
some daily/weekly divergences I've been looking at backtest so well.
comments?
Dave Merrill
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