avoiding vacation-time trading

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12/02/2018 at 1:55 PM #86194 quote

aland
Participant

Average

Hi there,

I noticed that my code will not work well during holidays or short days such as this last Thanksgiving half days.

Is there a command to let the program know to skip half days or vacation days (days taht IG may be still trading on futures but the market is out)

Thanks in advance

12/02/2018 at 4:51 PM #86204 quote
Vonasi
Moderator

Master
You can skip any date of your choice simply by coding it in to your strategy as a condition. The same with time.
```
DateOK = date <> 201800301 and date <> 20180801
TimeOK = time >= 120000 and time < 220000

if DateOK and TimeOK and (your conditions) then
buy 1 contract at market
endif
```
Make sure you actually have the candle time in your chosen time frame – for example there is no 233000 candle in an hourly chart.

If it is the same date every year that you want to avoid then you can do something like this:
```
MMDD = date - (round(date / 10000) * 10000)

DateOK = MMDD <> 0103
```
aland thanked this post
12/03/2018 at 6:35 PM #86261 quote

aland
Participant

Average

ok thanks,

I was kind of hoping there was some Database with vacation dates that can be used so i won’t have to hard coded it anew each year.

Thanks
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avoiding vacation-time trading

ProOrder: Automated Strategies & Backtesting

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aland @aland Participant

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This topic contains 2 replies,
has 2 voices, and was last updated by aland
7 years, 3 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	12/02/2018
Status:	Active
Attachments:	No files

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