Combining Weekly & Daily Triggers

[Digby]

Is it possible to include both Weekly & Daily triggers in the same System Test?

I have a Daily System, which shows a decent return, but has a huge drawdown. I'd like to filter out trades, where the 20 week moving average is above the 100 week moving average. I've tried converting it to this daily code, but it isn't quite the same:

Mov(C,100,S)>Mov(C,500,S)

[Jose]

Check out Roy's collection of weekly indicators for daily charts:

http://users.bigpond.com/prominex/pegasus.htm#roy


jose '-)

[Digby]

Thanks a lot for that. I didn't think it would be possible. You guys are good.

I've now set that up as an indicator, but I don't know how to put it into an Explorer for Tradesim. I assume it involves Fml( "Weekly SMA - Close"), but where do I put it & how do I tell it the value of the 2 moving averages I want to compare?

I've also noticed that when I look for moving average crossovers by moving around a Metastock chart, the dates that those crossovers occurred appears to change. Is this possible? Why?

[Jose]

For your Mov(C,20{week},S)>Mov(C,100{week},S) on daily charts, you will need to change the default periods in Roy's or my weekly SMA, and then save each version as "20 weekly SMA", "100 weekly SMA", etc.
Then it's just a matter of referencing those indicators, and using them just as you would with any other formulae.

e.g.:
Fml( "20 weekly SMA")>Fml( "100 weekly SMA")

jose '-)

[Digby]

Thanks Jose. You're a marvel.

[Icarus]

Has anyone got around to adding Weekly Acceleration Bands for a Daily Chart?