Calendar week value (CFW#)

This calculates a function for a series for each full calendar week within the display period. A calendar week runs from Monday to Friday. Incomplete weeks at the beginning or end of the display period are ignored.

General Format

CFW#(Expression,Parameter,Display Indicator)

Where Parameter is the result from another function. Please see: Using function codes as arguments for detail

Display indicator – the default is to display values only for complete periods, however the following optional parameters exist –

P Values calculated for incomplete calendar periods at the start of the display period

R Values calculated for incomplete calendar periods at the start and end of the display period

Carry indicator – the default is to carry the previous value, but not between periods, however the following optional parameters exist –

C Values are padded

CW Values are padded but only within calendar months

I missing or NA values are ignored

N output values are NA’s if the input values contain an NA

Examples

CFW#(MKS,SDN)

This calculates the standard deviation for the Marks and Spencers price for each full calendar week within the display period.

CFW#(MKS,VAL)

This displays the Friday (closing value) of Marks and Spencer each week.

CFW#(MKS(PH),MAX)

This displays the maximum value of Marks and Spencer each week.

CFW#(MKS(VO),AVG,P,CW)

This shows a weekly average traded volume using within week padding.