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Sam
email me at rlarsen@xxxxxxxxxxxxxx for some thoughts.
Roy
----- Original Message -----
From: "sabboushi2000" <Yahoo@xxxxxxxxxxxxxxx>
To: <equismetastock@xxxxxxxxxxxxxxx>
Sent: Friday, February 06, 2004 2:53 AM
Subject: [EquisMetaStock Group] Simple Moving Average using first bar of each week
> 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
>
>
>
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
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