skip first x days in a backtest on any TF

• 07/23/2019 at 2:09 PM #103253
  Paul

  Hello,

  I’am trying to see no trades in the first 5 days of a backtest on any timeframe.

  Coded the way below & other ways, but still I see trades.

  if intradaybarindex=0 then if barindex=0 then storedate1=date endif if date>storedate1 then storedate2=date endif if date>storedate2 then storedate3=date endif if date>storedate3 then storedate4=date endif if date>storedate4 then storedate5=date endif if date>storedate5 then tradingok=1 else tradingok=0 endif endif

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  if intradaybarindex=0 then if barindex=0 then storedate1=date endif if date>storedate1 then storedate2=date endif if date>storedate2 then storedate3=date endif if date>storedate3 then storedate4=date endif if date>storedate4 then storedate5=date endif if date>storedate5 then tradingok=1 else tradingok=0 endif endif

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  Could some plz advise what is wrong?

  

  Paul

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  07/23/2019 at 2:35 PM #103256
  robertogozzi

  Try this (not tested):

  IF barindex = 0 THEN TradeON = 0 Count = 0 ENDIF IF OpenDay <> OpenDay[1] THEN Count = Count + 1 IF Count <= 5 THEN TradeON = 0 ELSE TradeON = 1 ENDIF ENDIF IF MyConditions AND TradeON THEN . . ENDIF

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  IF barindex = 0 THEN    TradeON = 0    Count   = 0 ENDIF IF OpenDay <> OpenDay[1] THEN    Count = Count + 1    IF Count <= 5 THEN       TradeON = 0    ELSE       TradeON = 1    ENDIF ENDIF IF MyConditions AND TradeON THEN . . ENDIF

   

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  Paul

  

  robertogozzi

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  07/23/2019 at 4:54 PM #103278
  Paul

  Thanks that does the trick and this code is easier to use!

   

  

  Paul

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  07/28/2019 at 1:25 AM #103636
  Paul

  Just for reference;

  Used a code to count the days a position was onmarket and found that between 0 and 1am on Monday it counts (sometimes?) as a day too. So on Monday the counter goes up with 2.

  This code below seems to fix that.

  if (not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket))) then count=0 endif if not ( dayofweek=1 and hour <= 1) then if onmarket then IF OpenDay <> OpenDay[1] THEN count = Count + 1 endif endif endif

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  if (not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket))) then count=0 endif if  not ( dayofweek=1 and hour <= 1) then if onmarket then IF OpenDay <> OpenDay[1] THEN count = Count + 1 endif endif endif

   

   

  

  Paul

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