logo
Welcome Guest! To enable all features please Login or Register.

Notification

Icon
Error

Options
Go to last post Go to first unread
Torbenv  
#1 Posted : Thursday, February 7, 2013 1:48:09 AM(UTC)
Torbenv

Rank: Member

Groups: Registered, Registered Users
Joined: 7/26/2011(UTC)
Posts: 21

I need to make a System Test on my Trading Strategy.

My trading system uses two time frames; Monthly and Daily. The issue is that it seems like I can only choose one periodicity; eg. either Monthly or Daily.

I use a monthly Moving Average and Momentum and I also use a daily Moving Average and Momentum. If a set the periodicity to Daily, then I can calculate a daily Moving Average and Momentum.

But the question is, how can I calculate a monthly Moving Average and Momentum?
Can I use the Daily data and some how calculate the price at each month-end?

Any help appreciated.

Regards,

Torben


wabbit  
#2 Posted : Thursday, February 7, 2013 2:18:40 AM(UTC)
wabbit

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers, Unverified Users
Joined: 10/28/2004(UTC)
Posts: 3,106
Location: Perth, Western Australia

Was thanked: 12 time(s) in 12 post(s)
Roy Larsen (MSTT) has the most complete library of multi-timeframe functions and indicators.  You can purchase his products from his website : http://www.metastocktips.co.nz/
Torbenv  
#3 Posted : Thursday, February 7, 2013 2:36:46 PM(UTC)
Torbenv

Rank: Member

Groups: Registered, Registered Users
Joined: 7/26/2011(UTC)
Posts: 21

Hi Wabbit,

I think Roys multi-timeframe indicators is the solution. I have just tested his demo, and it seems to do what I need. Therefore, I have decided to buy his product. Thanks for your help.

Regards,

Torben
Users browsing this topic
Forum Jump  
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.