Auto selecting last trading day of the month

• 10/27/2021 at 6:19 PM #180439
  smp

  Hi guys,

  I have completed a strategy trading on the last trading day of each month but the code seems a little “clunky”, does anyone know how I can improve the code I have written to always trade on the last trading day of the month?

  Area of the code to improve:

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  // Defines the End of Month and End of Quarter trading days. TradingYear = 2021 JanEOM = Month=1 AND Day=29 // Friday, 29 Jan 2021 FebEOM = Month=2 AND Day=26 // Friday, 26 Feb 2021 MarEOM = Month=3 AND Day=31 // Wednesday, 31 Mar 2021 AprEOM = Month=4 AND Day=30 // Friday, 30 Apr 2021 MayEOM = Month=5 AND Day=31 // Monday, 31 May 2021 JunEOM = Month=6 AND Day=30 // Wednesday, 30 Jun 2021 JulEOM = Month=7 AND Day=30 // Friday, 30 Jul 2021 AugEOM = Month=8 AND Day=31 // Tuesday, 31 Aug 2021 SepEOM = Month=9 AND Day=30 // Thursday, 30 Sep 2021 OctEOM = Month=10 AND Day=29 // Friday, 29 Oct 2021 NovEOM = Month=11 AND Day=30 // Tuesday, 30 Nov 2021 DecEOM = Month=12 AND Day=31 // Friday, 31 Dec 2021 //EOMDate = JanEOM OR FebEOM OR AprEOM OR MayEOM OR JulEOM OR AugEOM OR OctEOM OR NovEOM //EOQDate = MarEOM OR JunEOM OR SepEOM OR DecEOM

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  // Defines the End of Month and End of Quarter trading days. TradingYear = 2021 JanEOM = Month=1 AND Day=29 // Friday, 29 Jan 2021 FebEOM = Month=2 AND Day=26 // Friday, 26 Feb 2021 MarEOM = Month=3 AND Day=31 // Wednesday, 31 Mar 2021 AprEOM = Month=4 AND Day=30 // Friday, 30 Apr 2021 MayEOM = Month=5 AND Day=31 // Monday, 31 May 2021 JunEOM = Month=6 AND Day=30 // Wednesday, 30 Jun 2021 JulEOM = Month=7 AND Day=30 // Friday, 30 Jul 2021 AugEOM = Month=8 AND Day=31 // Tuesday, 31 Aug 2021 SepEOM = Month=9 AND Day=30 // Thursday, 30 Sep 2021 OctEOM = Month=10 AND Day=29 // Friday, 29 Oct 2021 NovEOM = Month=11 AND Day=30 // Tuesday, 30 Nov 2021 DecEOM = Month=12 AND Day=31 // Friday, 31 Dec 2021 //EOMDate = JanEOM OR FebEOM OR AprEOM OR MayEOM OR JulEOM OR AugEOM OR OctEOM OR NovEOM //EOQDate = MarEOM OR JunEOM OR SepEOM OR DecEOM

   

  

  smp

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  10/27/2021 at 10:13 PM #180443
  robertogozzi

  This is a code snippet that calculates the last trading day of the month https://www.prorealcode.com/topic/codes-for-not-opening-trades-at-month-end/#post-175920

   

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  smp

  

  robertogozzi

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  10/28/2021 at 7:06 AM #180445
  smp

  Thank you, my save hard coding each day every month.  I Will still have to ensure the holidays and time differences plus daylight saving hours are put in every as PRC has no way to determine this!  Or has it?

  

  smp

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  10/28/2021 at 9:32 AM #180456
  robertogozzi

  As to DST  you have to account for it according to the instrument or asset traded, as there’s no way to automatically detect it.

  As to holidays, well… you can’t start any trade as the market is closed. The only issue is when you want to close open positions BEFORE the holiday, in which case you will have to read a news calendar every year (they are usually available prior to December 31st) and set them manually in your code each year.

   

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  smp

  

  robertogozzi

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  10/28/2021 at 12:59 PM #180470
  smp

  Thank you for your time.  I have manually incorporated holidays now.

  

  smp

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