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Is it possible to use monthly data? #462017
09/03/16 14:40
09/03/16 14:40
Joined: May 2016
Posts: 180
Prague
pcz Offline OP
Member
pcz  Offline OP
Member

Joined: May 2016
Posts: 180
Prague
I want to use monthly close prices of some indices stretching back to 60s in my backtests. In the data export / import section of the manual you can read:

Quote:
The price data files included with Zorro are minute based, but any other time base can also be used as long as it's equal or less than the bar period.


And in the BarPeriod documentation there's this:

Quote:
The duration of one bar in minutes, with a range from 100 ms (0.100/60.) up to 1 day (24*60); default = 60.


So my question is whether is it possible to use monthly data somehow if the maximum value of BarPeriod is 24*60 and the time base of the history data files has to be equal or less than the bar period (at least according to the manual).

Re: Is it possible to use monthly data? [Re: pcz] #462039
09/05/16 15:46
09/05/16 15:46
Joined: Jul 2000
Posts: 27,986
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,986
Frankfurt
You can use daily bars and the tdm() and tom() functions for determining the close of the last trading day of a month.


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