|
PureBytes Links
Trading Reference Links
|
Adam Hefner wrote:
> Thanks to the good post from Ton, Walter and many others, I have
> completed my first spread sheet
> that calculates daily projected levels. My next project will be to
> calculate these levels for multiple time
> frames (weekly, Monthly, etc.) To do this I need the general logic for
> determining the start of a new time
> period such as a new week or new month from my imported data that is in
> "DTYYYYMMDD" form.
>
> Is this possible?
yes
>
> If this is possible, then my next step will be to determine the time
> periods high, low and close.
>
>
> If someone has the general logic for 1 or both of these steps, I would
> appreciate the knowledge.
With dates in the form specified above, if the month of one date
is different than the month of the previous date, then it's a new
trading month.
Excel can express dates as (pseudo) Julian dates. Hence (without
looking), I presume it has a built in function to return the day
of the week for any given date. Except for Monday holidays, that
would immediately give you the start of a new trading week. If
Excel does not have a day of the week function, I can give you one
in c which could be quickly converted to VBA (it's a one liner).
I would have included it now, but I first need to do some
experimenting with Excel's Julian (or serial) date function to
see where its zero day is in order to make sure the function
workes correctly with Excel. Besides, I'm betting it is available
within Excel itself.
Is it possible for you to share your "daily projected levels"
calculation method?
Rod
--
________________________________________________________________________
J. Rodney Grisham, Ph.D. ____ __ __
Technix Systems, Inc. / /_ / /__/ /\ / / \/
Houston, Texas USA / /__ /__ / / / / / /\
Phone: 281-493-9221 Excellence in Computer System Technology
mailto:grisham@xxxxxxxxxxx
________________________________________________________________________
|