Is it possible to use monthly data?

Posted By: pcz

Is it possible to use monthly data? - 09/03/16 14:40

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).
Posted By: jcl

Re: Is it possible to use monthly data? - 09/05/16 15:46

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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