Barindex Determination in Screeners

• 09/27/2018 at 2:21 PM #81463
  jrh_han

  I need to determin the BarIndex of the first trading day of january current year within a screener. How do I manage?

  

  jrh_han

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  09/27/2018 at 2:43 PM #81466
  robertogozzi

  You are lucky because no more than 254 bars have elapsed (max. lookback for ProScreener):

  MyBar = 0 FOR i = 0 to 253 IF date[i] < 20180101 THEN MyBar = i - 1 break ENDIF NEXT SCREENER [MyBar] (MyBar as "MyBar")

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  MyBar = 0 FOR i = 0 to 253    IF date[i] < 20180101 THEN       MyBar  = i - 1       break    ENDIF NEXT SCREENER [MyBar] (MyBar as "MyBar")

  You cannot write “= 20180101” because that day could not be a trading day, so once you have found the first day BEFORE that date, you know the bar AFTER that one is the first trading day of this year, it can be different according to instruments that have, since then, accumulated less trading days.

   

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  Nicolas

  

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