Number of trading days per month

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    Posts
  • 02/20/2020 at 7:29 PM #120103 quote
    Magifina
    Participant
    Master

    Hello,

    In order to create a strategy based on seasonality, I would like to graph a variable that returns the number of trading days per month without including sunday candles.

    I can return with the following code the number of trading days including sundays. I have tried to add a “elsif dayofweek=2 then c1=c1” but it doesn”t work.

    Can someone help me?

    Magifina

    defparam cumulateorders=false

IF openday>openday[1] THEN
c1=c1+1
ELSE
c1=1
ENDIF

graph c1
// Conditions pour ouvrir une position acheteuse
IF NOT LongOnMarket  THEN
BUY 1 CONTRACTS AT MARKET
ENDIF

// Conditions pour fermer une position acheteuse
If LongOnMarket  THEN
SELL AT MARKET
ENDIF
    02/20/2020 at 7:46 PM #120104 quote
    Vonasi
    Moderator
    Master

    Try this:

    if openmonth<>openmonth[1] then
c1 = 0
endif

if openday <> openday[1] and openday <> 0 then 
c1 = c1 + 1
endif
    02/20/2020 at 8:27 PM #120105 quote
    Magifina
    Participant
    Master

    Thanks for your quick answer Vonasi. I have found the solution. In fact openday <>0 must be replace by dayofweek <> 2 in order to work.

    if openmonth<>openmonth[1] then
c1 = 0
endif
 
if openday <> openday[1] and dayofweek <> 2 then
c1 = c1 + 1
endif
    02/20/2020 at 8:36 PM #120106 quote
    Vonasi
    Moderator
    Master

    Sorry – I just realised my typo – we need to use OPENDAYOFWEEK and not OPENDAY. Sunday is OPENDAYOFWEEK zero.

    Better to check the open day rather than the day as if there is a bank holiday monday it will mess things up and you will count a Sunday.

    if openmonth<>openmonth[1] then
c1 = 0
endif

if opendayofweek <> opendayofweek[1] and opendayofweek <> 0 then 
c1 = c1 + 1
endif
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Number of trading days per month


ProOrder: Automated Strategies & Backtesting

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Magifina @magifina Participant
Summary

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

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 02/20/2020
Status: Active
Attachments: No files
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