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                                                   Bars reference to daily bars

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Dennis Schutten
2016-02-21 08:18:17


Hi,

Is it possible to make a reference with backtesting to the days already evaluated? For example the sma (10). On day 1 this will be sma(1), on day 2 sma(2) on day 30 sma(30) etc etc.
So during backtesting the sma value will have a increasing value.

Regards,
Dennis


QuantShare
2016-02-22 04:01:03

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You can do the same using the following formula:
avgif(1, close)


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