Weekly data and AutoSearch

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Weekly data and AutoSearch

Postby taowave » Sun Sep 16, 2012 10:50 pm

Hi,
If i create a primary trading rule that is a simple moving average crossover with weekly data,how would that work in an autosearch and the daily supporting entry and exit rules?
Can the timeframes be combined in an AS?

Thanks,
Allan
taowave
 
Posts: 584
Joined: Sat Dec 02, 2006 12:39 pm

Re: Weekly data and AutoSearch

Postby Overload » Mon Sep 17, 2012 8:19 am

Yes. Technically, StrataSearch uses daily price bars exclusively. However, you have the ability to use different prices bars (weekly, monthly, etc) by wrapping individual formulas within the period() formula. This does not change the fact that it is a daily bar evaluation, but simply allows you to reference alternate price bars within your Entry and Exit Strings.

So the answer to your question is yes, you can use the period() formula multiple times in your Entry and Exit Strings, and each period() call can reference different price bars if that is what you are looking for.

Pete
Overload
 
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Joined: Wed Nov 30, 2005 12:14 pm

Re: Weekly data and AutoSearch

Postby taowave » Tue Sep 18, 2012 9:57 am

Just to be sure..In the following formula,I have a "weekly MA cross" combined with a daily Range indicator.
I get a weekly MA cross based on Fridays close,and enter on Monday.The range indicator is based on the dailys,and on the same Friday,the crireria was met.

// StagesMA (Primary)
(crossabove(weeklyclose(),weeklyma())) and

// Range Indicator - Sector: LB1 (Supporting Entry)
(numsymbols("S&P 500 Index", ri(10, 10) > 25) /
totsymbols("S&P 500 Index") < 0.49)









Overload wrote:Yes. Technically, StrataSearch uses daily price bars exclusively. However, you have the ability to use different prices bars (weekly, monthly, etc) by wrapping individual formulas within the period() formula. This does not change the fact that it is a daily bar evaluation, but simply allows you to reference alternate price bars within your Entry and Exit Strings.

So the answer to your question is yes, you can use the period() formula multiple times in your Entry and Exit Strings, and each period() call can reference different price bars if that is what you are looking for.

Pete
taowave
 
Posts: 584
Joined: Sat Dec 02, 2006 12:39 pm

Re: Weekly data and AutoSearch

Postby Overload » Tue Sep 18, 2012 6:01 pm

Yes. As mentioned, you can reference multiple periods in the different rules of your Entry or Exit String. So it's fine to use daily and weekly references together as you did in your example.

Pete
Overload
 
Posts: 2248
Joined: Wed Nov 30, 2005 12:14 pm


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