Can I get incomplete bars switching from daily to weekly?
I'm trying to mix daily and weekly signals, my current approach:
- Getting daily signal
- Switching timeframe to weekly and getting weekly signal
- Restoring daily timeframe
- Expanding weekly signal
DailySignal = GetDailySignal();
TimeFrameSet(inWeekly);
WeeklySignal = GetWeeklySignal();
TimeFrameRestore();
WeeklySignalExpanded = TimeFrameExpand( WeeklySignal, inWeekly );
The problem is, I get weekly signal based on the last closed week, not incomplete current week (for example, on Wednesday I get daily signal and ideally I'd like to get weekly signal based on incomplete weekly candle Mon-Wed).
Is there any way in Amibroker to get incomplete weekly candles when I switch from daily timeframe to weekly?