Hello,
let’s consider the monday 3rd of March, 2008 as a current date (= Today ) and also that the market was closed on every saturday and sunday, like on the 1st and 2nd of March, 2008.
Is there an easy way to code a request which will return 20080229 as the previous open market day ?
Could this also manage not only the leap years and the regular week days off (as example saturday & sunday) but also any holidays list (as example 25th of december 2023 and 1st of january 2023) ?
Something like :
diff=1 // parameter which gives the increment of lookback in open market days
previousOpenMarketDay = Today – diff // would give : 20080303 – 1 => 20080229 ; or 20240801 – 1 => 20240731 ; or 20240102 – 1 => 20231229
Many thanks
Oli
Hello,
The variable jouravant coded below would give each day what the date was at market open the previous day (beware with 24h-quoted assets like IG cfd combined with an unfortunate timezone difference between market time and local time, which would require a different coding to work for all possible cases).
The other variable MMDDjouravant transforms it into MMDD format to check it with a drawtext avoiding the 20.2M display
if opendate<>opendate[1] then
jouravant=opendate[1]// YYYYMMDD
MMDDjouravant=jouravant-openyear*10000// transforme en format MMDD pour vérifier l'affichage autrement qu'avec 20.2M dans le drawtext
endif
DRAWTEXT("#jouravant# #MMDDjouravant#", barindex, close)
return close
The solution suggested by JC_Bywan, is far easier, but since I had already started coding an indicator, I attach it.
This indicator will return the previous day of any date in the format YYYYMMDD:
// Prior DAY
//
// calculates the Day OPf Week of any date YYYYMMDD
YY = floor(myDate / 10000) //Year
temp = myDate MOD (YY * 10000)
MM = floor(temp / 100) //Month
DD = temp MOD (MM * 100) //Day
CC = floor(YY / 100) //Century
YC = YY MOD 100 //Year of the Century (offset from the beginning of the Century)
// Adjust month and year for January and February fo Zeller's Congruence
tempMM = MM
IF MM = 1 OR MM = 2 THEN
MM = MM + 12
YC = YC - 1
IF YC = -1 THEN
YC = 99
CC = CC - 1
ENDIF
ENDIF
// Zeller's Congruence formula
temp = (((DD + floor((13 * (MM + 1)) / 5) + YC + floor(YC / 4) + floor(CC / 4) - (2 * CC))) MOD 7) + 5
// Adjusting the result to match with standard day of the week (0 = Sunday, 1 = Monday, ...)
DoW = (temp MOD 7) + 1
//scan bachwards to find the previous day
MM = tempMM
While(1)
DoW = DoW - 1
DD = DD - 1
//when the end of the Month is reached, then it's the end of the previous Month
IF DD = 0 THEN
MM = MM - 1
//when scanned past January, then restart from Month 12 of the previous year
IF MM < 1 THEN
MM = 12
YY = YY - 1
ENDIF
//assume 31 as the last day of the previous Month
DD = 31
IF (MM = 4) OR (MM = 6) OR (MM = 9) OR (MM = 11) THEN
DD = 30 //it's 30 on April, June, September and November
ELSIF (MM = 2) THEN
DD = 28 //assume 28 on February, unless it's a LeapYear
IF (YY MOD 4) = 0 THEN
IF (YY MOD 100) = 0 THEN
IF (YY MOD 400) = 0 THEN
DD = 29 //it's a Leap Year
ENDIF
ELSE
DD = 29 //it's a Leap Year
ENDIF
ENDIF
ENDIF
ENDIF
IF Dow < 0 THEN
Dow = 6
ENDIF
IF (DoW > 0) AND (DoW < 6) THEN
break
ENDIF
Wend
RETURN ((YY * 10000) + (MM * 100) + DD) AS "Prior Day"
while JC_Bywan‘s code will always skip holidays, mine will not as it cannot know when it’s not a trading day, apart from Saturdays and Sundays.
Thanks a lot JC_Bywan and robertogozzi
your answers help me to make my way which at the moment is:
.setting up an array with all the days off (weekends or holidays) in YYYYMMDD format [can be easily generated by excel / however I limited this to 2023 2024 2025]
.checking in a loop, for each new opendate, if opendate[1] doesn’t match a date in the array. In case it does, then check again with opendate[2] and so on
if opendate<>opendate[1] // ** new trading day starts **
dayBefore1=opendate[1]// YYYYMMDD
d=1
for i=imax downto 0 do
if dayBefore1=$dayOff[i] then
dayBefore1=opendate[1+d]// YYYYMMDD
d=d+1
endif
next
endif
