Omit sunday candle

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10/31/2017 at 2:10 PM #51066 quote

Despair
Blocked

Master

Is there a way to really omit the sunday candle so it doesn’t increase the barindex? I would want friday to be say bar index 1000 and then monday shall be 1001 and not 1002 because of the sunday candle.

10/31/2017 at 2:22 PM #51069 quote
Nicolas
Keymaster

Master
Make your own barindex counting only if we are not on Sunday:
```
if open[0]<>lastopen and opendayofweek<>0 then 
 lastopen = open[0]
 mybarindex=mybarindex+1
endif

return mybarindex
```
Despair thanked this post
10/31/2017 at 3:02 PM #51081 quote
Despair
Blocked

Master
This was a good idea Nicolas but will not work for addressing a special bar. If I for example need the close 25 of my bars (without sundays) back
```
c=close[myindex-25]
```
will give wrong results. One would also have to count how many sundays where omitted and then add this number when addressing a bar because PRT internally still counts the sundays. :-S

Another question, do you have a good idea how to check if the underlying in question has a sunday bar? I’m working on an indicator that counts bars but it shall not count sundays. It works nice on assets that have no sunday bar but if there is a sunday bar it becomes wrong.
10/31/2017 at 3:18 PM #51084 quote

Nicolas
Keymaster

Master

Just test if your security has a opendayofweek=0, if not, there is no Sunday.
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Omit sunday candle

ProOrder: Automated Strategies & Backtesting

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Despair @despair Blocked

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This topic contains 3 replies,
has 2 voices, and was last updated by Nicolas
8 years, 4 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	10/31/2017
Status:	Active
Attachments:	No files

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