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,",",WeeklyCloseΏ],",",WeeklyCloseΐ],",",WeeklyCloseΑ],",",WeeklyCloseΒ],",",WeeklyCloseΓ]
End If

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.