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05/16/2017 at 11:38 AM #35696 quote

Despair
Blocked

Master

How do i manage the following problem:

Say i have a daily strategy and want to buy every month on the 10th or the next trading day in case the 10th is a holiday/weekend. In the datafeed of the security the non-tradingday simply do not exist. So if the 10th is for example a sunday the datafeed jumps from friday 8th directly to monday 11th.

Any ideas how i can accomblish this conveniently?

05/16/2017 at 12:56 PM #35703 quote
Nicolas
Keymaster

Master
I coded something similar recently for Doctrading, about finding the last day of month: https://www.prorealcode.com/topic/astuce-dernier-jour-du-mois/page/2/

At the beginning of the thread, you can find this code snippet that will give you the day of the week number by looking with its date:
```
//find the day number with a date
myYear=2017
myMonth=2
myDay=13

if myMonth >= 3 then
D = (((23*myMonth)/9) + myDay + 4 + myYear + (myYear/4) - (myYear/100) + (myYear/400) - 2) mod 7
else
z = myYear - 1
D = (((23*myMonth)/9) + myDay + 4 + myYear + (z/4) - (z/100) + (z/400) ) mod 7
endif

return D
```
It’s the Keith algorithm. So if the D value is a Sunday for the 10th day of the month you look at, then you know you have to adapt the strategy to trade the next day.. Hope I’m clear 🙂

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Next trading day

ProOrder: Automated Strategies & Backtesting

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Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	05/16/2017
Status:	Active
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