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Trading day of the month/year counter
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Created: by edgeseek Attachments:0

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Trading day of the month/year counter

 
Trading Apprentice
Riyadh, Saudi Arabia
 
Futures Experience: None
Platform: TradeStation
Favorite Futures: ES
 
Posts: 5 since Feb 2017
Thanks: 0 given, 0 received

Trading day of the month/year counter

Dear All,

I need help I'm trying to implement a trading day of the month/year strategy.

Where a trade would be entered on the open of a particular trading day of particular month or year and then exit on the close of that day.

I'm having a problem creating the counter for either.


 
Code
Inputs:
Month1(0),
TDOM1(0);



Variables: 
TDOM (0);

TDOM = 0;

If month(Date) = Month1 then
Begin
TDOM = TDOM + 1;
End;

If TDOM = TDOM1 then
Buy 1 Contract next bar open;

If barssinceentry=0 then
Sell 1 contract this bar close;
Thanks for the help!!!!!


Last edited by edgeseek; December 8th, 2017 at 01:38 PM.
 
 
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 Vendor: www.abctradinggroup.com 
Hamburg Germany
 
Futures Experience: Advanced
Platform: Multicharts, Tradestation
Broker/Data: DTN IQ
Favorite Futures: ES
 
Posts: 1,781 since Apr 2013
Thanks: 284 given, 1,066 received


edgeseek,

I would suggest to add print statements to your code to find out what values TDOM has throughout your code.

Print (Reserved Word)

Regards,

ABCTG

 
 
Trading Apprentice
Riyadh, Saudi Arabia
 
Futures Experience: None
Platform: TradeStation
Favorite Futures: ES
 
Posts: 5 since Feb 2017
Thanks: 0 given, 0 received

Thanks but do you know how to deal with the trading day counter?

I can call a particular month as month of January = 1 but

then on counting the trading days from the beginning of the month to the end is where I have an issue!

Print doesn't because the counter does not work, if I enter 1 as in first trading day it gives me results for trading every day for a particular month entering 2 would give me 0 trades.

 
 
 Vendor: www.abctradinggroup.com 
Hamburg Germany
 
Futures Experience: Advanced
Platform: Multicharts, Tradestation
Broker/Data: DTN IQ
Favorite Futures: ES
 
Posts: 1,781 since Apr 2013
Thanks: 284 given, 1,066 received

edgeseek,

the counter works, the problem is that you reset the counter variable to 0 on every code computation. That's why I suggested using print, so you can see the values that your code computes.

Regards,

ABCTG

 
 
Elite Member
Norwich, UK
 
Futures Experience: Beginner
Platform: Multiple:research&executi
Broker/Data: Started with Stage5/OEC ... multiple
Favorite Futures: Anything found profitable goes ...
 
andby's Avatar
 
Posts: 145 since Jul 2012
Thanks: 82 given, 59 received

week of the year in EL

Hi ABCTG,

Is there a week function / implementation that would return the week ID of the year?

I know a search would return: https://www.multicharts.com/support/base/week but that doesn't work as it returns some wrong data:

Date: 1070315.00; week: 11.00
Date: 1070316.00; week: 11.00
Date: 1070319.00; week: 11.00
Date: 1070320.00; week: 12.00
Date: 1070321.00; week: 12.00

Looking in a calendar ... 19 March 2007 was a Monday ... impossible to be same week number as the 16th ... hence it doesn't work properly.

Thanks

 
 
 Vendor: www.abctradinggroup.com 
Hamburg Germany
 
Futures Experience: Advanced
Platform: Multicharts, Tradestation
Broker/Data: DTN IQ
Favorite Futures: ES
 
Posts: 1,781 since Apr 2013
Thanks: 284 given, 1,066 received

Hi andby,

I am not aware of any publicly available functions besides the week function you pointed out.
If you found an error with it, I would suggest reporting it to Multicharts so they can fix it.

Regards,

ABCTG


andby View Post
Hi ABCTG,

Is there a week function / implementation that would return the week ID of the year?

I know a search would return: https://www.multicharts.com/support/base/week but that doesn't work as it returns some wrong data:

Date: 1070315.00; week: 11.00
Date: 1070316.00; week: 11.00
Date: 1070319.00; week: 11.00
Date: 1070320.00; week: 12.00
Date: 1070321.00; week: 12.00

Looking in a calendar ... 19 March 2007 was a Monday ... impossible to be same week number as the 16th ... hence it doesn't work properly.

Thanks


 
 
 Vendor: www.abctradinggroup.com 
Hamburg Germany
 
Futures Experience: Advanced
Platform: Multicharts, Tradestation
Broker/Data: DTN IQ
Favorite Futures: ES
 
Posts: 1,781 since Apr 2013
Thanks: 284 given, 1,066 received

andby,

you might also want to check your data and code. I am getting a result of 12 for the week on March 19th using daily MSFT data and just plotting Week(Date).

Regards,

ABCTG


andby View Post
Hi ABCTG,

Is there a week function / implementation that would return the week ID of the year?

I know a search would return: https://www.multicharts.com/support/base/week but that doesn't work as it returns some wrong data:

Date: 1070315.00; week: 11.00
Date: 1070316.00; week: 11.00
Date: 1070319.00; week: 11.00
Date: 1070320.00; week: 12.00
Date: 1070321.00; week: 12.00

Looking in a calendar ... 19 March 2007 was a Monday ... impossible to be same week number as the 16th ... hence it doesn't work properly.

Thanks


The following user says Thank You to ABCTG for this post:
 
 
Market Wizard
Houston, TX
 
Futures Experience: Advanced
Platform: XTrader
Broker/Data: Advantage Futures
Favorite Futures: Energy
 
Posts: 2,503 since Dec 2013
Thanks: 2,032 given, 4,308 received
Forum Reputation: Legendary

Use Julian Dates
 
Code
var:
yearenddate(0),
weeknumber(0);

If barnumber = 1 then yearenddate = DateToJulian((year(date)-1)*10000 + 1231);
If year(date) > year(date[1]) then yearenddate = DateToJulian(year(date[1])*10000 + 1231);
weeknumber = floor((DateToJulian(Date) - yearenddate - 1)/7) + 1;

The following 2 users say Thank You to SMCJB for this post:
 
 
 Vendor: www.abctradinggroup.com 
Hamburg Germany
 
Futures Experience: Advanced
Platform: Multicharts, Tradestation
Broker/Data: DTN IQ
Favorite Futures: ES
 
Posts: 1,781 since Apr 2013
Thanks: 284 given, 1,066 received


Hi @andby,

have you been able to track down the problem that is causing the wrong week number on your end?

Regards,

ABCTG


 



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