Find out the open/close of the first bar of the week.

• 04/09/2020 at 1:55 AM #125351
  ESCapedTestSubject

  Hi,

  I would appreciate any input on how to find out the trade of the first bar of the week. The reason is that I want to reset all indicators at the first bar.

  Example:

  Forex opens at 22.00 on Sunday. US futures at 00.00 Monday.

  I tried using IntraDayBarIndex with DayOfWeek, but IntraDayBarIndex which normally shows 0 (zero) on the first bar, also shows 0 (zero) on the first bar in case the first day is not fully loaded.

  I can of course set the specific hours, but the problem is that Daylight saving between countries occurs on different dates, so there are 2-3 weeks difference sometimes which makes this a big problem with my ProBackTesting.

  Any clues as to find out which bar is the first bar?

  Many thanks.

   

  

  ESCapedTestSubject

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  04/09/2020 at 8:11 AM #125360
  robertogozzi

  The first bar of the week is when OpenDayOfWeek < OpenDayDayOfWeek[1].

  

  robertogozzi

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  04/11/2020 at 2:20 PM #125700
  ESCapedTestSubject

  Thanks. I overcomplicated things as I was resetting the weekly trades.

   

  

  ESCapedTestSubject

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  04/11/2020 at 2:52 PM #125703
  robertogozzi

  Sorry for mispelling the second OpenDayOfWeek.

  

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