How to get the next day

Viewing 3 posts - 1 through 3 (of 3 total)
  • Author
    Posts
  • #188400 quote
    MacroT
    Participant
    Average

    Hi,

     

    In BackTesting and Auto Trading I am building a system and have an input that I have defined to contain multiple dates, say it contains 10 different dates .

    I am interested in the next day working day after each of those dates. How can I get this from the pre defined string of original dates?

     

    Thanks

    #188409 quote
    robertogozzi
    Moderator
    Master

    There you go:

    $MyDate[1]  = 20210918
    $MyDate[2]  = 20211010
    $MyDate[3]  = 20211019
    $MyDate[4]  = 20211107
    $MyDate[5]  = 20211201
    $MyDate[6]  = 20211217
    $MyDate[7]  = 20211225
    $MyDate[8]  = 20220108
    $MyDate[9]  = 20220122
    $MyDate[10] = 20220206
    CurDate     = Date       //or use OpenDate if you need the date at the opening of a bar, instead of that at the closing of a bar
    NextDate    = 0          //defaults to an invalid date
    FOR i = 1 TO 10
       IF (CurDate > $MyDate[i]) AND (CurDate[1] <= $MyDate[i]) THEN
          NextDate = CurDate //NextDate will retain the valid date
          Break
       ENDIF
    NEXT
    buy at -close limit      //useless action, but to comply with PRT's requirements
    graph NextDate > 0       //plots TRUE logic value when a valid date is found
    #188416 quote
    MacroT
    Participant
    Average

    Thanks – I will give this a go

Viewing 3 posts - 1 through 3 (of 3 total)
  • You must be logged in to reply to this topic.

How to get the next day


ProOrder: Automated Strategies & Backtesting

New Reply
Author
author-avatar
MacroT @macrot Participant
Summary

This topic contains 2 replies,
has 2 voices, and was last updated by MacroT
4 years ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 02/17/2022
Status: Active
Attachments: No files
Logo Logo
Loading...