Trading day of the month/year counter

December 8th, 2017, 01:29 PM

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!!!!!

ABCTG · December 8th, 2017, 01:49 PM

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

December 8th, 2017, 02:05 PM

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.

ABCTG · December 8th, 2017, 04:53 PM

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

July 21st, 2018, 06:06 AM

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

ABCTG · July 22nd, 2018, 03:58 AM

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

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

ABCTG · July 22nd, 2018, 04:15 AM

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

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

July 23rd, 2018, 12:46 PM

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;

ABCTG · July 30th, 2018, 10:53 AM

Hi @andby,

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

Regards,

ABCTG

Trading day of the month/year counter

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Trading day of the month/year counter