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Roy
Many thanks for the methods to create weekly indicators which can be
used with daily periodicity. I am, however, looking for a way to have
weekly & monthly metastock files on my hard drive. My futures data
comes from CSI & they give me an option to export data in
daily/weekly/monthly format. But I dont have similar option with TC2K
for stocks.
Regards
Sam
--- In equismetastock@xxxxxxxxxxxxxxx, "Roy Larsen" <rlarsen@xxxx>
wrote:
> Sam
>
> > Is there a way to convert daily metastock files to weekly/monthly
> > files with the downloader or any other tool? I have TC2000 as my
EOD
> > stock data provider & they give option to export data in
metastock,
> > ASCII & TCV3 formats.
> >
> > I know I can convert a daily chart to higher time frame, but I
want
> > to run some scans on raw metastock format files in different time
> > frames. Any pointers will be appreciated.
>
> I and a number of other people are working on creating weekly
indicators
> that can be used with daily periodicy charts and data. I feel that
this
> approach is more useful for running explorations and system tests
than
> attempting to switch between various timeframes.
>
> The greatest hitch to this method is that each indicator requires a
> specially constructed data array.
>
> Here are two indicators that demonstrate my approach. I have a few
others as
> well, and a weekly Bollinger Band is in the pipe-line. Hope this
gives you
> some ideas.
>
> Roy
>
> {Weekly Wilder's Smoothing (Close)}
> {for daily charts}
> Pd:=Input("Periods in Weeks",1,99,10);
> Op:=Input("1=Dynamic Current Week, MS Compatible",0,0,0);
> Op:=Input("2=Value at End of Week, 3=Value at Start of
Week",1,3,3);
> {1=dynamic current week, MS compatible}
> {2=signal @ end of week except when no Friday}
> {3=signal @ start of new week}
> Lb:=LastValue(Cum(1)-0)=Cum(1); Pc:=1/Pd;
> W1:=DayOfWeek()=5;
> W2:=DayOfWeek()<=Ref(DayOfWeek(),-1);
> We:=If(W1,1,If(Alert(W1,2)=0 AND W2,2,0));
> Cl:=ValueWhen(1,We>0,If(We=1,C,Ref(C,-1)));
> Ma:=If(Cum(We>0)=1,Cl,ValueWhen(1,We>0,PREV)*(1-Pc)+Cl*Pc);
> Ma:=If(Op=1 AND We=0 AND Lb,ValueWhen(1,We>0,Ma) *(1-Pc)+C*Pc,Ma);
> Ma:=If(DayOfWeek()=5 AND Op=3,Ref(Ma,-1),Ma); Ma;
>
> {Weekly EMA (Close)} {for daily charts}
> Pd:=Input("Periods in Weeks",1,99,10);
> Op:=Input("1=Update at Friday bar, Dynamic Current Week",0,0,0);
> Op:=Input("2=Update at Friday bar, 3=Update at Monday bar",1,3,2);
> {1=dynamic current week, MS compatible}
> {2=update @ end of week except when no Friday}
> {3=update @ start of new week}
> Lb:=LastValue(Cum(1)-0)=Cum(1); Pc:=2/(Pd+1);
> W1:=DayOfWeek()=5;
> W2:=DayOfWeek()<=Ref(DayOfWeek(),-1);
> We:=If(W1,1,If(Alert(W1,2)=0 AND W2,2,0));
> Cl:=ValueWhen(1,We>0,If(We=1,C,Ref(C,-1)));
> Ma:=If(Cum(We>0)=1,Cl,ValueWhen(1,We>0,PREV)*(1-Pc)+Cl*Pc);
> Ma:=If(Op=1 AND We=0 AND Lb,ValueWhen(1,We>0,Ma) *(1-Pc)+C*Pc,Ma);
> Ma:=If(DayOfWeek()=5 AND Op=3,Ref(Ma,-1),Ma); Ma;
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