Rolling periods

[ideaman]

Is it possible to have rolling periods?

For ex;

Weekly: Monday to Friday
Tuesday to Monday etc.

3 day Periods:

Monday to Weds
Tues to Thurs etc?

TIA,

dom

[eSignal_AveryH]

Ideaman,
Thank you for the post, I don't quite understand your question. Rolling periods such as we have for contract rollover? Could you please provide more information so we can better answer your question. Such as how you would be using the roll period? And what type of instruments it would be used on?

AveryH
eSignal Support

[ideaman]

Sure can:

In the early 90's I subscribed to IBBOTSON "STocks, Bonds and T-Bills". Included in their index stats they included the returns in rolling periods: 3 months, 6 months and 10 years, etc.

A 6 month rolling period example would be
the open in January to the close in June, the open in Feb to close of July, March to Aug etc etc. I was able to determine the best 6 month period to be in the market.

I know I could use a monthly chart and do it manually but it would be much easier if each bar or candlestick would be a rolling period.


Hope this helps,

Dom