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Arrays:
aWeekOpen[10] (0),
aWeekHigh[10] (0),
aWeekLow[10] (0),
aWeekClose[10] (0);
Variables:
nMaxSize (10),
nWeekCount (0),
nCounter (0),
bStart (FALSE);
{ *** Build weekly bar from daily bars *** }
{ *** first bar of the week *** }
if( DayOfWeek(Date[0]) < DayOfWeek(Date[1]) ) then begin
if( bStart ) then begin
for nCounter = nMaxSize DownTo 1 begin
aWeekOpen[nCounter] = aWeekOpen[nCounter -
1];
aWeekHigh[nCounter] = aWeekHigh[nCounter -
1];
aWeekLow[nCounter] = aWeekLow[nCounter - 1];
aWeekClose[nCounter] = aWeekClose[nCounter -
1];
end;
nWeekCount = nWeekCount + 1;
end; { if bStart, at least one complete week }
aWeekOpen[0] = Open;
aWeekHigh[0] = High;
aWeekLow[0] = Low;
aWeekClose[0] = Close;
if( bStart = FALSE ) then begin
bStart = TRUE;
end;
end;
if( High > aWeekHigh[0] ) then begin
aWeekHigh[0] = High;
end;
if( Low < aWeekLow[0] ) then begin
aWeekLow[0] = Low;
end;
aWeekClose[0] = Close;
{ *************** End of build weekly bar from daily bars
**************}
If someone has the EL code for generating the synthetic weekly from daily
bars ( where a week can start on any day of the week), I would appreciate
very much if you could share a copy.
Thank you.
Barry
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