I'd like to use daily and weekly data in the same back test (system tests) to optimize against each other. Is there an easy way to do this? Will I have to use some code to determine what the weekly High/low/close were to run against my daily data? Does anyone have the code one would use to do that? My goal is to optimize some indicators in the system tester looking at both weekly and daily data to help determine optimal buys in mulitiple time frames. If I ever figure out how to do it I might also work with monthly data in the same run. Any help would be appreciated. I'm not a person who knows a lot about how to code and have had trouble finding any information on how to do this job. I would think that there must be a number of people out there that are optimizing on back tests using multiple periodicities or time frames and there must be a way to do this. it seems like a fairly basic thing to do. I would imagine if it's coded (rather than some a simple option available in the Metastock system tester), that short weeks where say, a monday or a friday were a holiday might be an issue as you? I know that the system tester will allow me to load weekly data and test it but that's not what I"m after. i want to use daily closes and possibly high lows against weekly closes/highs/lows in the same run. Again, I suspect I will have to define a variable such as weeklyclose:= and insert code to determine say the weekly close, the weekly high, and low. Any solutions out there that would work in the enhanced system tester?

Thanks, You have given me some ideas. I'm actually working with Standard Deviations and I see a tool in there to pull out and plot them. I'm thinking it's possible to set up the tool the way I want it rather than having it require input. Then I can use it for the weekly values I require in my system test. I may even make one of the input values to actually be an optimization value and see what periods tend to work best for my application. I've already made a link to the site and was planning to get back here and thank you for the link. This looks like a way to get a weekly value into an optimizaton by way of creating an indicator with code that locates weekly values and then referancing the indicator in the System test.

Thanks Roy, I think there is enough material there for me to work with. I do 12 hour shifts and have to wait until off time to do this sort of stuff. I'm actually very pleased that I'm going to be able to optimize weekly and daily against each other. I've never really gone for that sort of inclusion of time frames in past optimization work so it adds a new level for me.