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This, of course, is not good if you are using a long term daily
average....like 50 days.
Thus, for 15 minute bars as data1, the true "maxbarsback" is over 1400 !!
Another approach is to employe "synthetic daily bars" stored into an array.
This has 2 advantages and one large disadvantage:
+ no maxbarsback distortion
+ no messy 2 symbols in a chart set-up; no data2 requirement
- any indicator/function must be modified to be able to address the daily
data array
> -----Original Message-----
> From: Victor C [mailto:victorc17@xxxxxxxxx]
> Sent: Thursday, March 14, 2002 4:55 PM
> To: omega-list@xxxxxxxxxx
> Subject: Re: EOD indicators in intraday system...
>
>
> To my experience the easiest way to reference EOD
> analysis techniques in intraday strategies/systems is
> to add a second data series (with the same symbol)
> displaying daily information.
> Then from your analysis techniques you would do
> something like
> Average(Close, 10) of Data2
> To refer to a simple 10 DAY average of the symbol.
> The only problem with this is that the bar requirement
> of your system to start calculation will be kept with
> the daily bars. So if your system refers to 10 bars,
> it will start calculating AFTER ALL data series have
> at least 10 bars (which means you need to have 10 days
> of intra-day data on the chart as well as daily data
> before getting any results).
>
> Victor Cuadra
> 602-524-4491
> www.cuadraE.com
>
> --- tnielsen@xxxxxxxxxxxxxxxxxx wrote:
> >
> > A few days ago a question was raised about how to
> > reference EOD indicators from intraday systems. I'd
> > be interested in knowing that as well, but
> > unfortunately no responses were posted to the list.
> > Any tips, anyone?
> >
> > Also, is it just me, or has traders2traders been
> > down for a couple of days now? Mr. West?
> >
> > Regards,
> >
> > Tom Nielsen
> >
>
>
> =====
> Victor Cuadra
> www.cuadraE.com
>
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