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Weekly bar array with daily data
Last Post 04-12-2008 11:42 AM by Brandon Hicks. 4 Replies.
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Brandon Hicks
New Member
New Member
Posts:16

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04-12-2008 11:21 AM

    Is there a way to build a weekly bar array with daily data?  I've written a function that caluclates Kaufman's market effeciency ratio and I am trying to calculate it on weekly closing price and then use that to filter daily entries.  I am trying to avoid using a secondary weekly mom series as I will be testing it on a large basket of equities.

    The following, for example, still outputs daily closing prices.

    Dim WeeklyClose As BarArray(50)
    If IsFriday=True Then WeeklyClose=Close

    Dim TheDate
    TheDate = FormatDateTime(Date)
    If TheDate="12/28/07" Then
        Print WeeklyClose,",",WeeklyClose[1],",",WeeklyClose[2],",",WeeklyClose[3],",",WeeklyClose[4],",",WeeklyClose[5]
    End If

    mur ang
    Advanced Member
    Advanced Member
    Posts:525

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    04-12-2008 11:40 AM

    Wait for the next upgrade , it will be much easier to do this then. If you are a gold or platinum member you can also become part of the beta program for this product.

     We have made many changes for handling multiable timeframes.

     

    mur ang
    Advanced Member
    Advanced Member
    Posts:525

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    04-12-2008 11:40 AM
    PS, next upgrade is due out in May.
    Brandon Hicks
    New Member
    New Member
    Posts:16

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    04-12-2008 11:42 AM
    There was some sort of formatting error when this posted, the last line should be

    WeeklyClose,",",WeeklyClose1,",",WeeklyClose2,",",WeeklyClose3,",",WeeklyClose4,",",WeeklyClose5

    Except the numbers are enclosed with brackets.
    Brandon Hicks
    New Member
    New Member
    Posts:16

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    04-12-2008 11:43 AM
    wow, that was fast. thanks.
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