Monday = INTRADAYBARINDEX : 11 ?

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  • 05/09/2023 at 4:24 PM #214429 quote
    ZeroCafeine
    Participant
    Senior

    @robertogozzi

    Perfect 😊, I’ve been racking my brain for another 40 minutes to understand your explanation and that of @JC_Bywan

      @All I thank you very much for your answers and your help, I finally realized my mistake, which was simply that I was not resetting my variable, I was torturing my head to make it true but it was never reset to false   I enclose a small diagram that could help other readers before throwing it away
    IMG_20230509_171557.jpg IMG_20230509_171557.jpg
    05/11/2023 at 9:18 AM #214499 quote
    ZeroCafeine
    Participant
    Senior
    hi everyone, that is now my day of week period for my math : 
    IF (DayOfWeek = 1 AND Time > 080500) THEN
 MyMondayPeriod = 1
 MyFridayPeriod = 0
ENDIF
IF (DayOfWeek >= 2 AND Time > 080500) THEN
 MyMondayPeriod = 0
ENDIF
IF (DayOfWeek = 2 AND Time > 080500) THEN
 MyTuesdayPeriod = 1
ENDIF
IF (DayOfWeek >= 3 AND Time > 080500) THEN
 MyTuesdayPeriod = 0
ENDIF
IF (DayOfWeek = 3 AND Time > 080500) THEN
 MyWednesdayPeriod = 1
ENDIF
IF (DayOfWeek >= 4 AND Time > 080500) THEN
 MyWednesdayPeriod = 0
ENDIF
IF (DayOfWeek = 4 AND Time > 080500) THEN
 MyThursdayPeriod = 1
ENDIF
IF (DayOfWeek >= 5 AND Time > 080500) THEN
 MyThursdayPeriod = 0
ENDIF
IF (DayOfWeek = 5 AND Time > 080500) THEN
 MyFridayPeriod = 1
ENDIF
    I find myself with a new problem, I will try to think about it and especially to formulate the question well 😊
    05/11/2023 at 9:45 AM #214508 quote
    PeterSt
    Participant
    Master
    MyMondayPeriod = 0
MyTuesdayPeriod = 0
MyWednesdayPeriod = 0
MyThursdayPeriod = 0
MyFridayPeriod = 0
MySaturdayPeriod = 0   // Theoretically.
MySundayPeriod = 0     // Theoretically.

IF (DayOfWeek = 1 AND Time > 080500) THEN
  MyMondayPeriod = 1
ENDIF
IF (DayOfWeek = 2 AND Time > 080500) THEN
  MyTuesdayPeriod = 1
ENDIF
[...]   // :-)
    ZeroCafeine thanked this post
    05/11/2023 at 4:17 PM #214559 quote
    ZeroCafeine
    Participant
    Senior
    that is my new code : 
    IF (DayOfWeek = 1 AND Time > 080500) THEN
MyMondayPeriod = 1
MyFridayPeriod = 0
ENDIF
IF (DayOfWeek = 2 AND Time > 080500) THEN
MyMondayPeriod = 0
MyTuesdayPeriod = 1
ENDIF
IF (DayOfWeek = 3 AND Time > 080500) THEN
MyTuesdayPeriod = 0
MyWednesdayPeriod = 1
ENDIF
IF (DayOfWeek = 4 AND Time > 080500) THEN
MyWednesdayPeriod = 0
MyThursdayPeriod = 1
ENDIF
IF (DayOfWeek = 5 AND Time > 080500) THEN
MyThursdayPeriod = 0
MyFridayPeriod = 1
ENDIF
    @PeterSt Thank you very much for your answer, I tested your code but it does not work as I want, I explain : my Monday period starts on Monday at 08:05 and ends on Tuesday at 08:00 with your method that we will call solution B, the condition is false between the bar index 0 of Tuesday until Tuesday 8:00 am Solution A (Mine) : 
    IF (DayOfWeek = 1 AND Time > 080500) THEN
 MyMondayPeriod = 1
ENDIF
IF (DayOfWeek = 2 AND Time > 080500) THEN
 MyMondayPeriod = 0
ENDIF
    Solution B (PeterSt) : 
     MyMondayPeriod = 0
IF (DayOfWeek = 1 AND Time > 080500) THEN
 MyMondayPeriod = 1
ENDIF
    solution-02.png solution-02.png solution-01.png solution-01.png
    05/11/2023 at 5:35 PM #214564 quote
    PeterSt
    Participant
    Master
    ZeroCafeine wrote:
    with your method that we will call solution B, the condition is false between the bar index 0 of Tuesday until Tuesday 8:00 am
    I understand. But I had to guess that your Instrument would open at 08:00 – e.g. almost all Eurex. So what you say is that e.g. on Monday at 07:55 you still want to use Friday as MyxxxxPeriod ? Anyway, I thought to rewrite your code a little shorter and with less redundancy. If that functionally can’t work (I understand that now) then apologies for the noise.
    05/12/2023 at 1:11 PM #214607 quote
    ZeroCafeine
    Participant
    Senior
    PeterSt wrote:
    I understand. But I had to guess that your Instrument would open at 08:00 – e.g. almost all Eurex.
    Yes, you’re right, the goal is to learn and master the programming, I also say to myself that Forex is a 24 hour market and that it is traded mostly by robots like all markets, so start at 8am or just after or just before, I think we understand each other
    PeterSt wrote:
    So what you say is that e.g. on Monday at 07:55 you still want to use Friday as MyxxxxPeriod ?
    As far as the period from Friday to Monday 8am is concerned it doesn’t make sense, but as I take trades due every day from 8am onwards I would like to know how much I lost the day before, hence the calculation of this period in case on Friday I don’t cut all or part of my position and there are leftovers
    PeterSt wrote:
    Anyway, I thought to rewrite your code a little shorter and with less redundancy. If that functionally can’t work (I understand that now) then apologies for the noise.
    you have thought and you have done very well to answer me, any answer or remark or criticism is more than welcome 😃
    05/14/2023 at 11:18 AM #214677 quote
    ZeroCafeine
    Participant
    Senior
    @PeterSt You did well to ask the question, I noticed that there was an overlap and that the values were not reset at the right time between Friday and Monday 😊
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Monday = INTRADAYBARINDEX : 11 ?


ProOrder: Automated Strategies & Backtesting

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ZeroCafeine @zerocafeine Participant
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This topic contains 21 replies,
has 5 voices, and was last updated by ZeroCafeine
2 years, 10 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/08/2023
Status: Active
Attachments: 9 files
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