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Weekly signal calculated every day
Jonas Widell
posted

Hi!

I would like to calculate weekly stochastics, but not stricly just on the end of the week, but rather every day. I.e. after monday close I want to produce the weekly stochastic signal only based on the weekly bar as seen so far in the week, i.e. just on the monday's price bar. On tuesday I want to use produce the weekly signal based on using monday's and tuesday's bars (highest high and lowest low) to simulate weekly stochastics as seen so far. And so on. Do You have any suggestions or guidance? Can I still use resample? Do I have to write custom code with logic for each weekday?

Best Regards,
Jonas

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