Prevent you from operating a specific month and week

• 07/07/2021 at 3:43 PM #173300
  Paolo.B

  I am trying, but in vain, not to operate in a month and week of the year.
  Example I would like to prevent opening a position in the first and third week of October.
  If anyone is able to help me
  Thank you

  

  Paolo.B

  Participant

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  07/07/2021 at 5:19 PM #173308
  robertogozzi

  DATE & TIME data typee are not supported, so MATH (eXcel-like) functions are not available.
  There’s a workaround… just wait for the desired month and start counting weeks. The one that contains day 1 is the first week if that day is on Thursday or earlier (4+ out of 7 days must belong to the new month), otherwise it’s the last week of the prior month despite having day 1.
  You start enabling trading and will disable it when the required weeks show.
  This is an indicator you can add to your chart to tell week number for October:

  ONCE Wcount = 0 // only check October IF OpenMonth = 10 THEN // check if it's the first week IF Wcount = 0 THEN // check if it's the first trading day of October IF OpenMonth <> OpenMonth[1] THEN // it's the first week of October of the firtst day is Thursday or earlier IF OpenDayOfWeek <= 4 THEN Wcount = 1 ENDIF ELSE // if the first day was later than Thursday, then we have to wait for the next Monday IF (OpenDayOfWeek >= 1) AND (OpenDayOfWeek <> OpenDayOfWeek[1]) AND ((OpenDayOfWeek < OpenDayOfWeek[1]) OR (OpenDayOfWeek[1] = 0)) THEN Wcount = 1 ENDIF ENDIF ELSE // or any other day in October (if it's Monday or it's the first day of the week, then it's a new week) IF (OpenDayOfWeek >= 1) AND (OpenDayOfWeek <> OpenDayOfWeek[1]) AND ((OpenDayOfWeek < OpenDayOfWeek[1]) OR (OpenDayOfWeek[1] = 0)) THEN Wcount = Wcount + 1 ENDIF ENDIF // not October ELSE Wcount = 0 ENDIF RETURN Wcount AS "Week"

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  ONCE Wcount = 0 // only check October IF OpenMonth = 10 THEN    // check if it's the first week    IF Wcount = 0 THEN       // check if it's the first trading day of October       IF OpenMonth <> OpenMonth[1] THEN          // it's the first week of October of the firtst day is Thursday or earlier          IF OpenDayOfWeek <= 4 THEN             Wcount = 1          ENDIF       ELSE          // if the first day was later than Thursday, then we have to wait for the next Monday          IF (OpenDayOfWeek >= 1) AND (OpenDayOfWeek <> OpenDayOfWeek[1]) AND ((OpenDayOfWeek < OpenDayOfWeek[1]) OR (OpenDayOfWeek[1] = 0)) THEN             Wcount = 1          ENDIF       ENDIF    ELSE       // or any other day in October (if it's Monday or it's the first day of the week, then it's a new week)       IF (OpenDayOfWeek >= 1) AND (OpenDayOfWeek <> OpenDayOfWeek[1]) AND ((OpenDayOfWeek < OpenDayOfWeek[1]) OR (OpenDayOfWeek[1] = 0)) THEN          Wcount = Wcount + 1       ENDIF    ENDIF    // not October ELSE    Wcount = 0 ENDIF RETURN Wcount AS "Week"

  and this is the strategy:

  DEFPARAM CumulateOrders = false ONCE Wcount = 0 TradeON = 1 // only check October IF OpenMonth = 10 THEN // check if it's the first week IF Wcount = 0 THEN // check if it's the first trading day of October IF OpenMonth <> OpenMonth[1] THEN // it's the first week of October of the firtst day is Thursday or earlier IF OpenDayOfWeek <= 4 THEN Wcount = 1 ENDIF ELSE // if the first day was later than Thursday, then we have to wait for the next Monday IF (OpenDayOfWeek >= 1) AND (OpenDayOfWeek <> OpenDayOfWeek[1]) AND ((OpenDayOfWeek < OpenDayOfWeek[1]) OR (OpenDayOfWeek[1] = 0)) THEN Wcount = 1 ENDIF ENDIF ELSE // or any other day in October (if it's Monday or it's the first day of the week, then it's a new week) IF (OpenDayOfWeek >= 1) AND (OpenDayOfWeek <> OpenDayOfWeek[1]) AND ((OpenDayOfWeek < OpenDayOfWeek[1]) OR (OpenDayOfWeek[1] = 0)) THEN Wcount = Wcount + 1 ENDIF ENDIF // not October ELSE Wcount = 0 ENDIF // disable trading in weeks 1 and 3 of October IF Wcount = 1 OR Wcount = 3 THEN TradeON = 0 ENDIF IF close CROSSES OVER average[20,0](close) AND Not LongOnMarket AND TradeON THEN BUY 1 CONTRACT AT MARKET ELSIF close CROSSES UNDER average[20,0](close) AND Not ShortOnMarket AND TradeON THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF

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  DEFPARAM CumulateOrders = false ONCE Wcount = 0 TradeON     = 1 // only check October IF OpenMonth = 10 THEN // check if it's the first week IF Wcount = 0 THEN // check if it's the first trading day of October IF OpenMonth <> OpenMonth[1] THEN // it's the first week of October of the firtst day is Thursday or earlier IF OpenDayOfWeek <= 4 THEN Wcount = 1 ENDIF ELSE // if the first day was later than Thursday, then we have to wait for the next Monday IF (OpenDayOfWeek >= 1) AND (OpenDayOfWeek <> OpenDayOfWeek[1]) AND ((OpenDayOfWeek < OpenDayOfWeek[1]) OR (OpenDayOfWeek[1] = 0)) THEN Wcount = 1 ENDIF ENDIF ELSE // or any other day in October (if it's Monday or it's the first day of the week, then it's a new week) IF (OpenDayOfWeek >= 1) AND (OpenDayOfWeek <> OpenDayOfWeek[1]) AND ((OpenDayOfWeek < OpenDayOfWeek[1]) OR (OpenDayOfWeek[1] = 0)) THEN Wcount = Wcount + 1 ENDIF ENDIF // not October ELSE Wcount = 0 ENDIF // disable trading in weeks 1 and 3 of October IF Wcount = 1 OR Wcount = 3 THEN TradeON = 0 ENDIF IF close CROSSES OVER average[20,0](close) AND Not LongOnMarket AND TradeON THEN BUY 1 CONTRACT AT MARKET ELSIF close CROSSES UNDER average[20,0](close) AND Not ShortOnMarket AND TradeON THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF

  2 users thanked author for this post.

  Midlanddave, Paolo.B

  

  robertogozzi

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  07/07/2021 at 5:58 PM #173312
  Paolo.B

  Thanks Roberto,
  Very kind as always.

  

  Paolo.B

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  07/07/2021 at 6:13 PM #173315
  Paolo.B

  It works wonders
  Thanks again

  

  Paolo.B

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  Been thanked: 18 times
  07/08/2021 at 1:07 PM #173335
  robertogozzi

  I modified it so that you can either:

  • choose any month (and any week in it)
  • choose any week of the year based solely on its year week ID
  • choose any whole month

  DEFPARAM CumulateOrders = false //////////////////////////////////////////////////////////////////////////////// // Week Count // //returned data: // // - Wcount Week num of the month // - LastMM Month to which the week belongs (can be different from that on chart) // - Wyear Week num of the year // ONCE Wcount = 0 ONCE Wyear = 0 ONCE LastMM = 06 mm = OpenMonth wd = OpenDayOfWeek yy = OpenYear dd = OpenDay DayMax = 31 //each month has 31 days by default // (below, exceptions will be dealt with) // check for any month with less than 31 days IF mm = 4 OR mm = 6 OR mm = 9 OR mm = 11 THEN //Apr, Jun, Sep and Nov have 30 days DayMax = 30 ELSIF mm = 2 THEN //Feb has 28 days (29 on Leap Years, which occur on almost all 4-year boundaries) // check whether it's a Leap Year for February DayMax = 28 //let's default to 28 IF yy MOD 4 = 0 THEN IF yy MOD 100 = 0 THEN //NOT a Leap if it, as it can be divided by 100, but not by 400 IF yy MOD 400 = 0 THEN DayMax = 29 //it's a Leap Year, since it can be divded by both 100 and 400 ENDIF ELSE DayMax = 29 //can be divided by 4 and is not a century start, so it's a Leap Year ENDIF ENDIF ENDIF // check & count every Monday (or later, if Monday is not a trading day) IF (wd >= 1) AND (wd <> wd[1]) AND ((wd < wd[1]) OR (wd[1] = 0)) THEN Wyear = Wyear + 1 Diff = (DayMax - dd) + 1 LastMM = mm IF LastMM <> LastMM[1] THEN Wcount = 1 //restart from 1 each new month when Monday os the 1st day ELSE IF Diff >= 4 THEN //if not a full week, then it belongs to the prior month if at least 4 Wcount = Wcount + 1 // days belong to the prior month ELSE Wcount = 1 // otherwise it's the 1st week of the new month LastMM = LastMM + 1 IF LastMM > 12 THEN LastMM = LastMM - 12 //when computing the new month, make sure it's not greater than 12, if ENDIF // it is, then it's January ENDIF ENDIF ENDIF // restart year count on Jan. 1st IF (LastMM = 1) AND (LastMM <> LastMM[1]) THEN Wyear = 1 ENDIF //////////////////////////////////////////////////////////////////////////////// TradeON = 1 // disable trading in weeks 1 and 3 of October IF (LastMM = 10) AND (Wcount = 1 OR Wcount = 3) THEN TradeON = 0 ENDIF IF close CROSSES OVER average[20,0](close) AND Not LongOnMarket AND TradeON THEN BUY 1 CONTRACT AT MARKET ELSIF close CROSSES UNDER average[20,0](close) AND Not ShortOnMarket AND TradeON THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF

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  DEFPARAM CumulateOrders = false //////////////////////////////////////////////////////////////////////////////// //                              Week Count // //returned data: // // - Wcount  Week num of the month // - LastMM  Month to which the week belongs (can be different from that on chart) // - Wyear   Week num of the year // ONCE Wcount = 0 ONCE Wyear  = 0 ONCE LastMM = 06 mm          = OpenMonth wd          = OpenDayOfWeek yy          = OpenYear dd          = OpenDay DayMax      = 31           //each month has 31 days by default //                          (below, exceptions will be dealt with) // check for any month with less than 31 days IF mm = 4 OR mm = 6 OR mm = 9 OR mm = 11 THEN  //Apr, Jun, Sep and Nov have 30 days DayMax   = 30 ELSIF mm = 2 THEN                              //Feb has 28 days (29 on Leap Years, which occur on almost all 4-year boundaries) // check whether it's a Leap Year for February DayMax = 28                    //let's default to 28 IF yy MOD 4 = 0 THEN IF yy MOD 100 = 0 THEN      //NOT a Leap if it, as it can be divided by 100, but not by 400 IF yy MOD 400 = 0 THEN DayMax = 29           //it's a Leap Year, since it can be divded by both 100 and 400 ENDIF ELSE DayMax    = 29           //can be divided by 4 and is not a century start, so it's a Leap Year ENDIF ENDIF ENDIF // check & count every Monday (or later, if Monday is not a trading day) IF (wd >= 1) AND (wd <> wd[1]) AND ((wd < wd[1]) OR (wd[1] = 0)) THEN Wyear  = Wyear + 1 Diff   = (DayMax - dd) + 1 LastMM = mm IF LastMM <> LastMM[1] THEN Wcount = 1                     //restart from 1 each new month when Monday os the 1st day ELSE IF Diff >= 4 THEN              //if not a full week, then it belongs to the prior month if at least 4 Wcount = Wcount + 1         //  days belong to the prior month ELSE Wcount = 1                  //  otherwise it's the 1st week of the new month LastMM = LastMM + 1 IF LastMM > 12 THEN LastMM = LastMM - 12     //when computing the new month, make sure it's not greater than 12, if ENDIF                       //  it is, then it's January ENDIF ENDIF ENDIF // restart year count on Jan. 1st IF (LastMM = 1) AND (LastMM <> LastMM[1]) THEN Wyear = 1 ENDIF //////////////////////////////////////////////////////////////////////////////// TradeON = 1 // disable trading in weeks 1 and 3 of October IF (LastMM = 10) AND (Wcount = 1 OR Wcount = 3) THEN TradeON = 0 ENDIF IF close CROSSES OVER average[20,0](close) AND Not LongOnMarket AND TradeON THEN BUY 1 CONTRACT AT MARKET ELSIF close CROSSES UNDER average[20,0](close) AND Not ShortOnMarket AND TradeON THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF

  you change line 62 to use more months:

  IF ((LastMM = 10) AND (Wcount = 1 OR Wcount = 3)) OR (LastMM = 1 AND Wcount < 3) THEN TradeON = 0 ENDIF

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  IF ((LastMM = 10) AND (Wcount = 1 OR Wcount = 3)) OR (LastMM = 1 AND Wcount < 3) THEN    TradeON = 0 ENDIF

  or use it for yearly week ID (1 to max 53):

  IF Wyear < 3 OR Wyear > 50 THEN TradeON = 0 ENDIF

  1 2 3

  IF Wyear < 3 OR Wyear > 50 THEN    TradeON = 0 ENDIF

  or use any other combination of the three values:

  IF (LastMM = 10 AND Wcount = 1) OR (Wyear > 51) OR (LastMM = 8) THEN TradeON = 0 ENDIF

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  IF (LastMM = 10 AND Wcount = 1) OR (Wyear > 51) OR (LastMM = 8) THEN    TradeON = 0 ENDIF

   

   

   

   

  

  robertogozzi

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  07/08/2021 at 2:09 PM #173340
  Paolo.B

  Definitely complete.
  Thanks now I try it.

  

  Paolo.B

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  Been thanked: 18 times
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