Multiple data series code help

August 15th, 2011, 02:35 PM

trying to code a strategy that uses weekly data to set the trigger level for trades, but have the actual signal form off daily data. ie. Data1 is a weekly bar, I need to denote what the 3 week H is. (Need to retain this level or anchor it and not have it change as the next ensuing week unfolds. Then have on Data2 (daily data) ability to say buy when you see a daily close over that weekly bar high. So using daily closes that penetrate a weekly H or L. While new, I think once i get this part of the concept down i will be able to program my other elements. thx

August 15th, 2011, 06:01 PM

Best to post your code so far to make it easier for others to help you.

Also your post is a bit difficult to follow, you might try restating it to make it more clear.

As for retaining a weekly high, or a three-week high, since you already have a weekly bar you just need to look for the Highest(H, 3) highest high over the last 3 periods on that weekly bar.

Mike

August 16th, 2011, 09:12 AM

thx, actually finished it last night.

Multiple data series code help

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Multiple data series code help