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I want to Trade & Backtest EOD data, with a reference to a Weekly
Oscillator.
With a Weekly and a Daily window open, I observe that the last Weekly
Bar "Accumulates" through the current week. A Mon. - Wed. bar for
instance. Fine, I like it.
How can I Plot that with a Daily ?
In my AFL (Below) I have tried MODE = ExpandFirst & ExpandLast.
With ExpandLast, my TimeFrameExpanded field Plots fine, Except mid
week (last bar) it Plots the Prior week value as displayed in the
Weekly window..
With ExpandFirst, my TimeFrameExpanded field of course Plots much
different than my Weekly window, but the final mid week value Plots as
the Weekly window.
I can't find a referance to this particular situation. I expect
Backtesting this AFL would reveal the same thing. I just want to Plot
& Backtest in Daily, as the Weekly window displays. Can it be done?
Thanks, Jack
GraphXSpace = 5;
p1 = Param("P1", 2, 1, 10, 1);
f1 = EMA((Close - Ref(C, -1)) * V, P1) ; /* "Force" Calculations */
TimeFrameSet(inWeekly);
WklyF1 = EMA((Close - Ref(C, -1)) * V, P1) ;
TimeFrameRestore();
ExpdWklyF1 = TimeFrameExpand(WklyF1, inWeekly, mode = expandLast);
Plot(f1, "", colorSeaGreen , 1); /* Plot the 2 bar Force */
Plot(ExpdWklyF1, "", colorLightOrange , 1); /* Plot the Weekly 2 bar
Force */
Title = "F1 " + f1 + " wF1 " + ExpdWklyF1;
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