: Forum Strategy DayOpen Straddle for DAX

11/07/2018 at 3:27 PM #84334

Paul

Still working on it.. A problem though,

I want to skip the first 2 weeks every year since those two are bad for trading.

Does PRT support week-numbers perhaps?

I want to make it optional to exclude those days.

How should I code this most efficiently?

If you add the code below, and add trading=0 to the buy criteria, it doesn’t work.

//skip first two weeks of the year (weeknumber 1 and 2)
IF YEAR=2015 AND MONTH=1 AND (DAY>=1 AND DAY<=10) THEN
TRADING = 1
ELSE
TRADING = 0
ENDIF
IF YEAR=2016 AND MONTH=1 AND (DAY>=1 AND DAY<=16) THEN
TRADING = 1
ELSE
TRADING = 0
ENDIF
IF YEAR=2017 AND MONTH=1 AND (DAY>=1 AND DAY<=14) THEN
TRADING = 1
ELSE
TRADING = 0
ENDIF
IF YEAR=2018 AND MONTH=1 AND (DAY>=1 AND DAY<=13) THEN
TRADING = 1
ELSE
TRADING = 0
ENDIF
IF YEAR=2019 AND MONTH=1 AND (DAY>=1 AND DAY<=12) THEN
TRADING = 1
ELSE
TRADING = 0
ENDIF

//skip first two weeks of the year (weeknumber 1 and 2)

IF YEAR=2015 AND MONTH=1 AND (DAY>=1 AND DAY<=10) THEN

TRADING = 1

ELSE

TRADING = 0

ENDIF

IF YEAR=2016 AND MONTH=1 AND (DAY>=1 AND DAY<=16) THEN

TRADING = 1

ELSE

TRADING = 0

ENDIF

IF YEAR=2017 AND MONTH=1 AND (DAY>=1 AND DAY<=14) THEN

TRADING = 1

ELSE

TRADING = 0

ENDIF

IF YEAR=2018 AND MONTH=1 AND (DAY>=1 AND DAY<=13) THEN

TRADING = 1

ELSE

TRADING = 0

ENDIF

IF YEAR=2019 AND MONTH=1 AND (DAY>=1 AND DAY<=12) THEN

TRADING = 1

ELSE

TRADING = 0

ENDIF

Paul

Participant

Topics: 40

Replies: 812

Been thanked: 660 times