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Thanks Roy, I was trying to trick someone into giving me an idea of
how to use end of day data and weekly data in the same backtest runs.
Are you aware of any book that lays out some basics like that for
Metastock? Basic things to do in the system tester with programming
examples? My needs are always fairly small but my ability to find the
answers is limited unless I learn programming. Possibly someone has
taken the time to write a book that would teach me basic programming
inside the metastock system and system tester.
It seems to me that using weekly/monthly/daily data in back tests in
conjuction with each other would be a basic but I'm not fidning any
discussions of it beyound testing them independently of each other.
--- In equismetastock@xxxxxxxxxxxxxxx, "Roy Larsen" <rlarsen@xxx> wrote:
>
> Hi Metstocktrader
>
>
> You must construct weekly pivot points (indicators) based on EOD
data. Try defining your pivot points based on the outputs from this
Weekly OHLC indicator. Note that it also uses Jose Silva's "Calendar
Week counter" and this can be obtained from
> http://www.metastocktools.com/#metastock . This formula is necessary
for accuracy where there are data gaps longer than 3 days, but a
simpler timing mechanism is OK for data without such gaps. I don't
have time right now to construct a "dumbed down" version right now but
you should be able to find ideas for doing that from both Jose's and
my websites. Typically it takes a couple of weeks of EOD data to get
this type of indicator up to speed, and obviously longer for weekly
SMA's etc, so you would need to include a little more data in a system
test. It's always a good idea to use a date filter to define the test
period rather than setting dates in the System Tester anyway.
>
> Roy
> www.metastocktips.co.nz
>
>
> {Weekly OHLC}
> {© 2005 Roy Larsen, rlarsen@xxx}
> {Use with Jose Silva's "Calendar Week counter" on EOD charts}
>
> {User settings}
> Q:=Input("Weekly OHLC Mode, 0=Static 1=Dynamic 2=Delayed",0,2,1);
> {0, update at last bar of current frame}
> {1, update on each new bar}
> {2, update on first bar of new frame}
>
> {Timing module for weekly frames}
> I:=Fml("Calendar Week counter");
> A:=DayOfWeek();
> G:=LastValue(Highest(Sum(A=5,5))=5);
> I:=I-ValueWhen(2-G,1,I);
> M:=G+I;
> F:=G+(M=0 AND PeakBars(1,A,1)=0);
> A:=LastValue(Cum(1)-1)=Cum(1);
> B:=Alert(A,2)*(A=0);
> J:=If(F,1,If(Alert(F,2)=0 AND M,2,0));
> J:=If(A+LastValue(J)>2 OR B+(Q=1)=2,1,J);
> J:=If(G,1,If(Q=2 OR Cum(J)<=1,M*2,J));
>
> {Prices for weekly frames}
> Ow:=ValueWhen(1,M,O);
> Ow:=ValueWhen(1,J,If(J=1,Ow,ValueWhen(2-G,1,Ow)));
> Hw:=HighestSince(1,M,H);
> Hw:=ValueWhen(1,J,If(J=1,Hw,ValueWhen(2-G,1,Hw)));
> Lw:=LowestSince(1,M,L);
> Lw:=ValueWhen(1,J,If(J=1,Lw,ValueWhen(2-G,1,Lw)));
> K:=ValueWhen(1,J,If(J=1,C,ValueWhen(2-G,1,C)));
> Ow:=ValueWhen(1,Ow>0,Ow);
> Hw:=ValueWhen(1,Hw>0,Hw);
> Lw:=ValueWhen(1,Lw>0,Lw);
>
> {Plot results}
> Ow; Hw; Lw; K; {Weekly OHLC}
>
> ----- Original Message -----
> From: metstocktrader
> To: equismetastock@xxxxxxxxxxxxxxx
> Sent: Monday, April 24, 2006 8:09 AM
> Subject: [EquisMetaStock Group] Monthly Vs Weekly
>
>
> Can anyone tell me how to get daily and weekly piviot points to be
> identified in the system test? I'm having problems getting mutliple
> time frames to run in the same system test. How does one access
> weekly values and daily values on the same backtest run?
>
>
>
>
>
>
>
>
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