[amibroker] Re: 4 weeks candles/backtesting [1 Attachment]

 
[Attachment(s) from portfoliobuilder99@gmail.com [amibroker] included below]

I don't think this is exactly what you are looking for, but in your code you can identify the first trading day of every fourth week with this. See attached picture for how it is working.


////////////////////////////////////////////////////////////////////////
// Designed for a rotation system 
// First trading day of every 4th week identifier
/////////////////////////////////////////////////////////////////////////

function firstdayofweek() {
        global dow;
        dow = DayOfWeek();
        SOW = dow < Ref( dow, -1 );
        return SOW;
}

flag = Nz(firstdayofweek());

countflag=Cum(flag); // count firstdayofweek

// rotate only on firstdayofweek, every 2nd one

rotation=flag AND (countflag%4==0); //using the modulus we find days with remainder zero

// to explore the results
Filter = 1;// 

AddColumn( C, "Price", 1.2, -1, -1 ); 
AddColumn(flag, "flag");
AddColumn( dow, "Weekday", 1, colorGrey50, IIf( flag, colorLime, colorDefault) );
AddColumn( rotation,"Rotation Day",1,colorBlue, IIf(rotation, colorYellow,colorDefault));

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Attachment(s) from portfoliobuilder99@gmail.com [amibroker] | View attachments on the web

1 of 1 Photo(s)


Posted by: portfoliobuilder99@gmail.com
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Check out the automatic photo album with 1 photo(s) from this topic.
every 4th week.PNG

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