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