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Hi-
Am trying to use EOD daily data to create a Moving Average for the
previous 3 weeks - by using the Close of the first bar of each
week AND by using the MOV function.
Example: Today is Wednesday. I want a simple 3 day moving average
using the following data:
2/17 Wednesday
2/16
2/15 Monday Close: 10
2/12 Friday
2/11
2/10
2/9 Tuesday Close: 15
2/8 Monday Holiday
2/5 Friday
2/4
2/3
2/2
2/1 Monday Close: 20
The result I am looking for in this example would be (10 + 15 +
20) / 3 = 15
(2/9 Tuesday was first trading day of that week since Monday was a
trading Holiday)
NOTE: I know I can create a formula to create this moving average
without using the MOV function, but I don't really want to create a
simple moving average using 3 data points - I just used this as a
simple example for discussion purposes.
I've tried using valuewhen to identify the first close value I want
MS8.01 EOD to use, wishing that the formula would "increment" to each
previous bar that met the condition - but no such luck. The formula
I tried:
Mov(ValueWhen(1,FIRSTDAYOFWEEK, C) ,3 ,S )
where FIRSTDAYOFWEEK is a custom indicator that is true on the first
trading day of each week. My problem would be solved if MS
incremented the "1" in my formula to 2 and 3 to get the data points I
want it to use - but of course I'm being naive...
Any geniuses out there that can think outside my box?
With Regards-
Sam
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