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System Tester - Formula calculating on both Daily and Monthly Data
Rank: Member
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Joined: 7/26/2011(UTC)
Posts: 21
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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
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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)
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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/
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Rank: Member
Groups: Registered, Registered Users
Joined: 7/26/2011(UTC)
Posts: 21
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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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System Tester - Formula calculating on both Daily and Monthly Data
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