how to get any previous open market day in YYYYMMDD format?

• 08/30/2024 at 1:26 PM #236898
  oliTR

  Hello,

  let’s consider the monday 3rd of March, 2008 as a current date (= Today ) and also that the market was closed on every saturday and sunday, like on the 1st and 2nd of March, 2008.

  Is there an easy way to code a request which will return 20080229 as the previous open market day ?

  Could this also manage not only the leap years and the regular week days off (as example saturday & sunday) but also any holidays list (as example 25th of december 2023 and 1st of january 2023) ?

  Something like :

  diff=1                                                                   // parameter which gives the increment of lookback in open market days

  previousOpenMarketDay = Today – diff      // would give  : 20080303 – 1 => 20080229 ;   or   20240801 – 1 => 20240731 ;   or   20240102 – 1 => 20231229

  Many thanks

  Oli

   

   

  

  oliTR

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  08/30/2024 at 3:40 PM #236905
  JC_Bywan

  Hello,

  The variable jouravant coded below would give each day what the date was at market open the previous day (beware with 24h-quoted assets like IG cfd combined with an unfortunate timezone difference between market time and local time, which would require a different coding to work for all possible cases).

  The other variable MMDDjouravant transforms it into MMDD format to check it with a drawtext avoiding the 20.2M display

  if opendate<>opendate[1] then jouravant=opendate[1]// YYYYMMDD MMDDjouravant=jouravant-openyear*10000// transforme en format MMDD pour vérifier l'affichage autrement qu'avec 20.2M dans le drawtext endif DRAWTEXT("#jouravant# #MMDDjouravant#", barindex, close) return close

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  if opendate<>opendate[1] then jouravant=opendate[1]// YYYYMMDD MMDDjouravant=jouravant-openyear*10000// transforme en format MMDD pour vérifier l'affichage autrement qu'avec 20.2M dans le drawtext endif DRAWTEXT("#jouravant# #MMDDjouravant#", barindex, close) return close

   

  

  JC_Bywan

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  08/30/2024 at 5:16 PM #236911
  robertogozzi

  The solution suggested by JC_Bywan, is far easier, but since I had already started coding an indicator, I attach it.

  This indicator will return the previous day of any date in the format YYYYMMDD:

  // Prior DAY // // calculates the Day OPf Week of any date YYYYMMDD YY = floor(myDate / 10000) //Year temp = myDate MOD (YY * 10000) MM = floor(temp / 100) //Month DD = temp MOD (MM * 100) //Day CC = floor(YY / 100) //Century YC = YY MOD 100 //Year of the Century (offset from the beginning of the Century) // Adjust month and year for January and February fo Zeller's Congruence tempMM = MM IF MM = 1 OR MM = 2 THEN MM = MM + 12 YC = YC - 1 IF YC = -1 THEN YC = 99 CC = CC - 1 ENDIF ENDIF // Zeller's Congruence formula temp = (((DD + floor((13 * (MM + 1)) / 5) + YC + floor(YC / 4) + floor(CC / 4) - (2 * CC))) MOD 7) + 5 // Adjusting the result to match with standard day of the week (0 = Sunday, 1 = Monday, ...) DoW = (temp MOD 7) + 1 //scan bachwards to find the previous day MM = tempMM While(1) DoW = DoW - 1 DD = DD - 1 //when the end of the Month is reached, then it's the end of the previous Month IF DD = 0 THEN MM = MM - 1 //when scanned past January, then restart from Month 12 of the previous year IF MM < 1 THEN MM = 12 YY = YY - 1 ENDIF //assume 31 as the last day of the previous Month DD = 31 IF (MM = 4) OR (MM = 6) OR (MM = 9) OR (MM = 11) THEN DD = 30 //it's 30 on April, June, September and November ELSIF (MM = 2) THEN DD = 28 //assume 28 on February, unless it's a LeapYear IF (YY MOD 4) = 0 THEN IF (YY MOD 100) = 0 THEN IF (YY MOD 400) = 0 THEN DD = 29 //it's a Leap Year ENDIF ELSE DD = 29 //it's a Leap Year ENDIF ENDIF ENDIF ENDIF IF Dow < 0 THEN Dow = 6 ENDIF IF (DoW > 0) AND (DoW < 6) THEN break ENDIF Wend RETURN ((YY * 10000) + (MM * 100) + DD) AS "Prior Day"

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  // Prior DAY //   // calculates the Day OPf Week of any date YYYYMMDD YY   = floor(myDate / 10000)     //Year temp = myDate MOD (YY * 10000) MM   = floor(temp / 100)         //Month DD   = temp MOD (MM * 100)       //Day CC   = floor(YY / 100)           //Century YC   = YY MOD 100                //Year of the Century (offset from the beginning of the Century)   // Adjust month and year for January and February fo Zeller's Congruence tempMM = MM IF MM = 1 OR MM = 2 THEN    MM = MM + 12    YC = YC - 1    IF YC = -1 THEN       YC = 99       CC = CC - 1    ENDIF ENDIF   // Zeller's Congruence formula temp = (((DD + floor((13 * (MM + 1)) / 5) + YC + floor(YC / 4) + floor(CC / 4) - (2 * CC))) MOD 7) + 5   // Adjusting the result to match with standard day of the week (0 = Sunday, 1 = Monday, ...) DoW = (temp MOD 7) + 1   //scan bachwards to find the previous day MM = tempMM While(1) DoW = DoW - 1    DD  = DD - 1    //when the end of the Month is reached, then it's the end of the previous Month    IF DD = 0 THEN       MM = MM - 1       //when scanned past January, then restart from Month 12 of the previous year       IF MM < 1 THEN          MM = 12          YY = YY - 1       ENDIF       //assume 31 as the last day of the previous Month       DD = 31       IF (MM = 4) OR (MM = 6) OR (MM = 9) OR (MM = 11) THEN          DD = 30     //it's 30 on April, June, September and November       ELSIF (MM = 2) THEN          DD = 28     //assume 28 on February, unless it's a LeapYear          IF (YY MOD 4) = 0 THEN             IF (YY MOD 100) = 0 THEN                IF (YY MOD 400) = 0 THEN                   DD = 29   //it's a Leap Year                ENDIF             ELSE                DD = 29      //it's a Leap Year             ENDIF          ENDIF       ENDIF    ENDIF    IF Dow < 0 THEN       Dow = 6    ENDIF    IF (DoW > 0) AND (DoW < 6) THEN       break    ENDIF Wend RETURN ((YY * 10000) + (MM * 100) + DD) AS "Prior Day"

  while JC_Bywan‘s code will always skip holidays, mine will not as it cannot know when it’s not a trading day, apart from Saturdays and Sundays.

   

  

  robertogozzi

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  09/01/2024 at 10:28 AM #236969
  oliTR

  Thanks a lot JC_Bywan and robertogozzi

  your answers help me to make my way which at the moment is:

  .setting up an array with all the days off (weekends or holidays) in YYYYMMDD  format [can be easily generated by excel / however I limited this to 2023 2024 2025]

  .checking in a loop, for each new opendate, if opendate[1] doesn’t match a date in the array. In case it does, then check again with opendate[2] and so on

  if opendate<>opendate[1] // ** new trading day starts ** dayBefore1=opendate[1]// YYYYMMDD d=1 for i=imax downto 0 do if dayBefore1=$dayOff[i] then dayBefore1=opendate[1+d]// YYYYMMDD d=d+1 endif next endif

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  if opendate<>opendate[1] // ** new trading day starts ** dayBefore1=opendate[1]// YYYYMMDD d=1 for i=imax downto 0 do if dayBefore1=$dayOff[i] then dayBefore1=opendate[1+d]// YYYYMMDD d=d+1 endif next endif

  

  oliTR

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