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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: 3,111
Location: Perth, Western Australia

Was thanked: 16 time(s) in 16 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
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