The weekly periodicity in backtest uses weekly data.
You need to use daily data and code you buy signals such that you trade weekly, such as:
If (Buy and DayofWeek() == 5) Buy = 1; // DayofWeek() == 5, represents Friday
Of course if you don't have a signal on Friday you will not trade.
Also look at Hold() function ... may give you some more flexibility
Ara
Hi, I want to backtest a system that is based on Daily prices calculations but trades only every Week. I have two questions:
1) If I go to the backtest Settings and choose Weekly in the Periodicity drop down menu does this A) Use weekly prices, B) Trade weekly or C) Both?
2) What AFL functions do I need to use to calculate Daily and trade weekly?
Thanks,
Oscar
Posted by: Ara Kaloustian <ara1.kaloustian@gmail.com>
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