NinjaTrader scripting language: last month's friday

August 3rd, 2015, 06:13 AM

An hard question about ninjascript. How can I translate, in NinjaTrader code, the following condition:

If it is the last Friday of each month, enter long position.

I really appreciate any help.

August 3rd, 2015, 08:05 AM

Astrogirl

An hard question about ninjascript; how can I translate in code the following condition:

If it is the last friday of any month, enter long position.

I really appreciate any help.

Hi Astrogirl,

For this condition you can write a method to check every last friday's date of the month.

Example : 08/28/2015 this date is the last friday of this month and 09/25/2015 is the last friday of the next month, In this way you can add the date of the last fridays of the month for the one year two years and so on....

public bool CheckLastFriday(DateTime barTime)
{
if ( ToDay(barTime) == 20150828 || ToDay(barTime) == 20150925 || ......)
{

return true;

}
else
{
return false;
}
}

if ( CheckLastFriday(Time[0]) == true )
{

EnterLong();

}

Elite Trader.

August 3rd, 2015, 10:36 AM

Assumes you are running on daily bars. Enters at the open of the last Friday of the month, exits the next Monday morning.

Code

protected override void OnBarUpdate()
{
	DateTime tomorrow = Time[0].Date.AddDays(1);
	
	// if tomorrow is a Friday...
	if (tomorrow.DayOfWeek == DayOfWeek.Friday)	
	{
		// if next week is not the same month as tomorrow, then tomorrow is the last friday of the month
		if (tomorrow.Month != tomorrow.AddDays(7).Month)
			EnterLong();
	}
	// if long, exit
	else if (Position.MarketPosition == MarketPosition.Long)
		ExitLong();
}

August 3rd, 2015, 12:10 PM

Elite Trader

Hi Astrogirl,

For this condition you can write a method to check every last friday's date of the month.

Example : 08/28/2015 this date is the last friday of this month and 09/25/2015 is the last friday of the next month, In this way you can add the date of the last fridays of the month for the one year two years and so on....

Elite Trader.

Thanks Elite Trader, your help is very useful. However I would need to find a logic that allow me to avoid entering each single Friday manually in the code as my script works on several years!

August 3rd, 2015, 06:25 PM

Astrogirl

Thanks Elite Trader, your help is very useful. However I would need to find a logic that allow me to avoid entering each single Friday manually in the code as my script works on several years!

Check @shodson reply, he gives the right piece of code for the next billion years.

NinjaTrader scripting language: last month's friday

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NinjaTrader scripting language: last month's friday