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Hi Sam
> Roy, I'm confused about this.....
>
> {set 'F' to signal last bar of day}
>
> [I'm using a 60min interval chart. And also, I want to plot this on futures
> charts, which show more bars than equities.]
I forgot to change some comments to the relevant timeframe.
What is important to grasp is that 'F' is for Friday (when known in real time), ie the last bar in
the longer timeframe for which you want the indicator to plot. If your charts are 15 minutes and you
want to plot an hourly signal then 'F' must be coded to be true for the last 15 minute bar in the
hour. I imagine this is Minute()=0. On EOD charts Fridays are usually missing in short trading weeks
and so Monday is used as a backup "end-of-week" signal to ensure that only the proper data is
included in each frame (week, day, hour, 20 minutes or whatever).
In the same maner 'M' is for Monday and is used to signal the first bar in the longer timeframe,
presumable Minute()=15 on a 15 minute chart. You will know what these values are because you are
using the charts every day. I don't use thes charts and only have one or two sample charts for
testing.
For intraday charts Monday and Friday are not relevant but exactly the same principles apply as for
weekly on daily chart indicators. Defining the first bar and the last bar of the longer frame is
critical, and this is what you must do with M and F variables. The same principles apply to plotting
differnt timeframes on any chart periodicy.
If you need to plot on two different types of issues then make a copy, name them differently, set
'M' and 'F' as required for the different issues they're to be used with and you're done
Regards
Roy
-----Original Message-----
From: Roy Larsen [mailto:rlarsen@xxxxxxxxxxxxxx]
Sent: Thursday, February 19, 2004 11:52 PM
To: equismetastock@xxxxxxxxxxxxxxx
Subject: Re: [EquisMetaStock Group] Re: Plotting weekly data on daily price
Sam
I'm in the process of updating my weekly and daily indicators (with some
able assistance from Jose).
Hopefully the full range of indicator will be posted at Jose's web site once
the changes are
completed. This indicator is half and half.
Regards
Roy
{Daily SMA - Close}
{CopyrightC 2003-2004 Roy Larsen}
{rlarsen@xxxxxxxxxxxxxx}
{for use on intraday charts}
{set 'F' to signal last bar of day}
D:=Input("Daily SMA - Close, Periods",1,999,3);
Q:=Input("Display Mode, 0=Static 1=Dynamic 2=Test",0,2,2);
{0=Display, update on Friday bar if available}
{1=Display, update on each new bar}
{2=Backtest, update on Monday bar}
M:=DayOfMonth()<>ValueWhen(2,1,DayOfMonth());
F:=Hour()=16 AND Minute()=00; {0;}
A:=LastValue(Cum(1)-1)=Cum(1);
B:=LastValue(Cum(1))=Cum(1);
I:=LastValue(Sum(DayOfWeek()<>ValueWhen(2,1,DayOfWeek()),5)=5);
J:=If(F,1,If(Alert(F,2)=0 AND M,2,0));
J:=If(A+LastValue(J)>2 OR B+Q>1,1,(B=0)*J);
J:=If(I,1,If(Q=2 OR Cum(J)<=1,M*2,J));
K:=ValueWhen(1,J,If(J=1,C,ValueWhen(2,1,C)));
K:=ValueWhen(1,K>0,K);
G:=Cum((J>0)*K);
Z:=(G-ValueWhen(D+1,J,G))/D;
Z;
----- Original Message -----
From: <uhehs@xxxxxxxx>
To: <equismetastock@xxxxxxxxxxxxxxx>
Sent: Friday, February 20, 2004 4:13 PM
Subject: RE: [EquisMetaStock Group] Re: Plotting weekly data on daily price
> How about Daily 3SMA plotted on the 60min chart?
>
>
>
> -----Original Message-----
> From: Jose [mailto:josesilva22@xxxxxxxxx]
> Sent: Sunday, February 01, 2004 7:36 PM
> To: equismetastock@xxxxxxxxxxxxxxx
> Subject: [EquisMetaStock Group] Re: Plotting weekly data on daily price
>
>
>
>
> Check out Roy's Weekly SMA:
> http://users.bigpond.com/prominex/pegasus.htm#roy
> Click on "Weekly SMA" link.
>
> jose '-)
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "v_bolinjkar" <v_bolinjkar@xxxx
> > wrote:
> > HI can any ine tellme how i can display the 3 day simple moving
> > average of the high of weekly data on daily data. And the same for
> > the lows
> > THanks in advance
> >
> > regards
> > Vinit
>
>
>
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