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The point is to be able to write explorations and system tests against
indicators that have been applied to multiple periods.
Doing as you suggest will not provide the ability to do this.
I'm still working on my reply to Paul, Rick, and the list. (And to announce
a winner in the "Dinner in San Francisco Challenge.") My wife though
doesn't believe that I've really got the flu (and I do) if I fool around
with this list very much <G> so it's taking me awhile.
Steven Buss
Walnut Creek, CA
sbuss@xxxxxxxxxxx
-----Original Message-----
From: J.de.Kempenaer@xxxxxxxxxx <J.de.Kempenaer@xxxxxxxxxx>
To: Rick Mortellra <rmjapan@xxxxxxxxxxxxx>
Cc: Paul Chivers <pchivers@xxxxxxxxxxxxxx>; MetaStock List
<metastock-list@xxxxxxxxxxxxx>
Date: Monday, January 19, 1998 10:28 AM
Subject: Re: Multi-period Market Indicator Values
>Rick Mortellra wrote:
>>
>> Hi Paul,
>>
>> Actually, I think you made it more difficult than it should be.
>>
>> The rolling weekly synthetics I had in mind would be represented by the
>> following MS custom formulas:
>>
>> WeeklySyntheticHigh = HHV(H,5)
>> WeeklySyntheticLow = LLV(L,5)
>> WeeklySyntheticOpen = ref(O,-4)
>> WeeklySyntheticClose = C
>>
>Isn't it a lot easier to use the compression function built in MS. ?
>double click on the X-axis, go to compression, tick other and use 5 to
>get a 5-day rolling chart. Then any standard indicator can be used.
>
>Julius
>
>
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