Re: [amibroker] 4 weeks candles/backtesting

 



On Tue, Mar 29, 2016 at 9:21 PM, João Flávio Machado Derzi joaoderzi@gmail.com [amibroker] <amibroker@yahoogroups.com> wrote:
 

So, you wanna monthly bars but always starting at Monday and ending on Friday?
And they would always have 4 weeks?

Roughly yes. I want bars which are closest to monthly, always starting on Monday so they always should have 4 weeks. Using 22 days bars is not a perfect solution: the length is more or less the same as 4 weeks = (in most cases) 22 days of trading, but those candles start at different days for every security.

I have to admit that maybe my problem is an isolated one, but it's an interesting idea for me to do trading only on weekends. 

best

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Marcin Jagodziński

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Posted by: =?UTF-8?Q?Marcin_Jagodzi=C5=84ski?= <marcin.jagodzinski@gmail.com>
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