Number of trading days per month

• 02/20/2020 at 7:29 PM #120103
  Magifina

  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

  Number of trading days per month

  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

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  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

   

  

  Magifina

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  02/20/2020 at 7:46 PM #120104
  Vonasi

  Try this:

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

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

   

  

  Vonasi

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  02/20/2020 at 8:27 PM #120105
  Magifina

  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.

  Number of trading days per month

  if openmonth<>openmonth[1] then c1 = 0 endif if openday <> openday[1] and dayofweek <> 2 then c1 = c1 + 1 endif

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  if openmonth<>openmonth[1] then c1 = 0 endif if openday <> openday[1] and dayofweek <> 2 then c1 = c1 + 1 endif

   

  

  Magifina

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  02/20/2020 at 8:36 PM #120106
  Vonasi

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

   

  

  Vonasi

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