Re: [amibroker] 4 weeks candles/backtesting

 

Not really, what about holidays?

Holidays would mess with the 28 days count.

Em 29 de mar de 2016 17:07, "Tomasz Janeczko groups@amibroker.com [amibroker]" <amibroker@yahoogroups.com> escreveu:
 

Hello,

Thank you very much for your e-mail.

Simple solution is:
1. make sure you have ONE SYMBOL in the database that has data that covers all your analysis period AND starts ON MONDAY.
2. Setup custom interval of 28 days in preferences
3. Choose 28D interval for your analysis AND enable "Pad and align to reference symbol" option and select the symbol mentioned in (1)
as reference.

Problem solved.

Best regards,
Tomasz Janeczko
amibroker.com

On 2016-03-29 21:31, Marcin Jagodziński marcin.jagodzinski@gmail.com [amibroker] wrote:


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

--
Marcin Jagodziński

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