Daily-data-in-Weekly-strategy

In the case of using a Weekly scale, you can simply use a Weekly SMA(42) to approximate the Daily SMA(200). The difference is negligible.

Just to compare, here's how you can do it in C# code, which shows how to access and synchronize daily data in a weekly scale (no block for that).

Run this on a Weekly scale, first with wper = 40 (200 / 5). With wper = 42, the plots are nearly identical.

CODE:
using WealthLab.Backtest;
using System;
using WealthLab.Core;
using WealthLab.Indicators;
using System.Collections.Generic;

namespace WealthScript1 
{
    public class MyStrategy : UserStrategyBase
    {
      TimeSeries _dailySMA;
        public override void Initialize(BarHistory bars)
        {
         BarHistory dailybars = GetHistoryUnsynched(bars.Symbol, HistoryScale.Daily, null);
         _dailySMA = SMA.Series(dailybars.Close, 200);

         // now synchronize to the chart scale
         _dailySMA = TimeSeriesSynchronizer.Synchronize(_dailySMA, bars);
         PlotTimeSeriesLine(_dailySMA, "Daily SMA(200)", "Price", WLColor.Red);

         // assuming weekliy bars, plot a weekly SMA(40) to compare. Using 42 to line up identically
         int wper = 40;
         PlotTimeSeriesLine(SMA.Series(bars.Close, wper), $"Weekly SMA({wper})", "Price", WLColor.Yellow);
        }


        public override void Execute(BarHistory bars, int idx)
        {         
            if (!HasOpenPosition(bars, PositionType.Long))
            {   
            // entry logic
            if (bars.Close[idx] > _dailySMA[idx])
            { 
            
            }
            }
            else
            {
            }
        }
      
    }
}