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Hi Nigel,
Thanks for your reply. The actual code is just an example (the EMA
bit) but I'd expect the value on Friday.
A bit of background... it was found using Metastock/Tradesim that a
daily index filter worked better with this weekly system and I'm
trying to get it into Amibroker.
Cheers Glenn
--- In amibroker@xxxxxxxxxxxxxxx, Nigel Rowe <rho@xxxx> wrote:
> -----BEGIN PGP SIGNED MESSAGE-----
> Hash: SHA1
>
> Glen,
> it doesn't make sense to me, which daily value do you expect
when you're in
> weekly mode? (Monday's, Friday's, what?)
>
> Nigel
>
>
> On Fri, 6 Feb 2004 15:20, Glenn wrote:
> > Anyone? :-)
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Glenn" <glennokb@xxxx>
wrote:
> > > Hi,
> > >
> > > Is it possible to use an Index filter with a DAILY period
within a
> > > Weekly system please?
> > >
> > > Would this be right?
> > >
> > > -----------------------------------------
> > > SetForeign("XAO");
> > > DailyClose = TimeFrameGetPrice( "C", inDaily, 0 );
> > > IndexFilter = IIf(DailyClose > EMA(DailyClose ,21),1,0);
> > > RestorePriceArrays();
> > > -----------------------------------------
> > > Buy = Signal AND IndexFilter==1;
> > >
> > > Cheers Glenn
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