Find out the open/close of the first bar of the week.

ESCapedTestSubject · 2020-04-09T00:55:13+00:00

Hi, I would appreciate any input on how to find out the trade of the first bar of the week. The reason is that I want to reset all indicators at the first bar. Example: Forex opens at 22.00 on Sunday. US futures at 00.00 Monday. I tried using IntraDayBarIndex with DayOfWeek, but IntraDayBarIndex which normally shows 0 (zero) on the first bar, also shows 0 (zero) on the first bar in case the first day is not fully loaded. I can of course set the specific hours, but the problem is that Daylight saving between countries occurs on different dates, so there are 2-3 weeks difference sometimes which makes this a big problem with my ProBackTesting. Any clues as to find out which bar is the first bar? Many thanks.

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04/09/2020 at 1:55 AM #125351 quote

ESCapedTestSubject
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Hi,

I would appreciate any input on how to find out the trade of the first bar of the week. The reason is that I want to reset all indicators at the first bar.

Example:

Forex opens at 22.00 on Sunday. US futures at 00.00 Monday.

I tried using IntraDayBarIndex with DayOfWeek, but IntraDayBarIndex which normally shows 0 (zero) on the first bar, also shows 0 (zero) on the first bar in case the first day is not fully loaded.

I can of course set the specific hours, but the problem is that Daylight saving between countries occurs on different dates, so there are 2-3 weeks difference sometimes which makes this a big problem with my ProBackTesting.

Any clues as to find out which bar is the first bar?

Many thanks.

04/09/2020 at 8:11 AM #125360 quote

robertogozzi
Moderator

Legend

The first bar of the week is when OpenDayOfWeek < OpenDayDayOfWeek[1].

04/11/2020 at 2:20 PM #125700 quote

ESCapedTestSubject
Participant

Average

Thanks. I overcomplicated things as I was resetting the weekly trades.

04/11/2020 at 2:52 PM #125703 quote

robertogozzi
Moderator

Legend

Sorry for mispelling the second OpenDayOfWeek.
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ProBuilder: Indicators & Custom Tools

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This topic contains 3 replies,
has 2 voices, and was last updated by robertogozzi
6 years, 5 months ago.

Topic Details

Forum:	ProBuilder: Indicators & Custom Tools
Language:	English
Started:	04/09/2020
Status:	Active
Attachments:	No files