Problems with OpenDayOfWeek

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  • 03/23/2018 at 7:18 PM #66205 quote
    Alberto Lucchese
    Participant
    Average

    Hello,

    I’m not sure, but sometimes i have problems when trying to the day of the Week. I use OpenDayOfWeek but the output is always “7”. The demo code I’m using is below. Any ideas on why is this function failing to provide the day of the week as expecte?

    PercentageChange=1
Performance=0
//Condition1=range>(High[1]-low[1])
BuyCondition=close>(open+(High[1]-low[1])*PercentageChange)
//DayCondition=OPENDAYOFWEEK
//Stoploss=(high[1]-low[1])*0.5
GRAPH DayCondition
IF NOT LongOnMarket and BuyCondition then //and DayCondition THEN
BUY AT market
SET STOP $loss 1500
ENDIF

// Conditions to exit long positions
SellCondition=positionperf>Performance
If LongOnMarket AND SellCondition THEN
SELL AT MARKET
ENDIF
    03/23/2018 at 7:46 PM #66207 quote
    robertogozzi
    Moderator
    Master

    I changed line 7 like that

    GRAPH OpenDayOfWeek //DayCondition

    and it works finely for TFs up to h1, then Daily (EurUsd, default trading times, no display of weekend data).

    It shows problems with h2, because the last candle opening at 23:00 CET on thursday OpenDayOfWeek returns 4 correctly, while on friday it returns 0! The same problem occurs with h4 TF, on friday at 21:00 CET it returns 4, while on friday it returns 0!

    You should try different settings, and possibly address PRT for a thorough description of the data OpenDayOfWeek should return.

    Alberto Lucchese and Nicolas thanked this post
    03/26/2018 at 6:10 AM #66397 quote
    Alberto Lucchese
    Participant
    Average

    Thanks a lot,

    The problem was simpler than i thought. After reading your comments I checked the time frame and it was set to “Weekly”. Sorry, my (fool) mistake.

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Problems with OpenDayOfWeek


ProOrder: Automated Strategies & Backtesting

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Alberto Lucchese @gsmrules Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by Alberto Lucchese
7 years, 11 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 03/23/2018
Status: Active
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