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Code for trading a part of the month?
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Created: by Orjan Attachments:0

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Code for trading a part of the month?

  #1 (permalink)
Trading Apprentice
Stockholm Sweden
 
Futures Experience: Intermediate
Platform: Multicharts
Favorite Futures: Futures, forex
 
Posts: 20 since Apr 2012
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Code for trading a part of the month?

I want one of my signals only to be traded the periods between day 1 and 5 and day 21 and day 31 every month. Not the other days. I guess I should use the reserved word "DayOfMonth" but I dont know how.

Does anyone have a clue?


Last edited by Orjan; April 13th, 2012 at 05:12 PM.
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  #3 (permalink)
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Orjan View Post
I want one of my signals only to be traded the periods between day 1 and 5 and day 21 and day 31 every month. Not the other days. I guess I should use the reserved word "DayOfMonth" but dont no how.

Does anyone have a clue?

Untested - something like:

vars:
cantrade (false);

if DayOfMonth(date) >= 1 and DayOfMonth(date) <= 5 then cantrade = true;
if DayOfMonth(date) >= 21 and DayOfMonth(date) <= 31 then cantrade = true;

In MultiCharts, you can then do:

if cantrade = false then #return;

I am sure TradeStation has an equivalent, but I don't know what it is. Alternatively, just test for cantrade to be true before trading.

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  #4 (permalink)
Trading Apprentice
Stockholm Sweden
 
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Thanks, it works.

I also put in a false condition for the rest of the month, don't know if it is needed:

If DayOfMonth(date) >= 6 and DayOfMonth(date) <= 20 then cantrade = false;


Perhaps the "false" statement is enough? It makes an exception from the basic code that sas every day is Ok to trade.


Last edited by Orjan; April 14th, 2012 at 06:27 AM.
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