Is there a way, to code the Trade Day of Week (TDW) in eSignal?
My idea is to calculate the average trading range (high(0)-low(0)) from the last 10 mondays, tuesdays ...
For example like this
( (high(MondayThisWeek)-low(MondayThisWeek)) + (high(MondayLastWeek)-low(MondayLastWeek )) + (high(MondayTwoWeeksbefore)-low(MondayTwoWeeksbefore)) + ...) /10
My idea is to calculate the average trading range (high(0)-low(0)) from the last 10 mondays, tuesdays ...
For example like this
( (high(MondayThisWeek)-low(MondayThisWeek)) + (high(MondayLastWeek)-low(MondayLastWeek )) + (high(MondayTwoWeeksbefore)-low(MondayTwoWeeksbefore)) + ...) /10