Tomorrow's date

• 03/29/2019 at 3:01 PM #95011
  dburgh

  You’re the best! I am having trouble getting the GetDayOfWeek to work, however. It is returning 2 (Tuesday) for 20190329. Any ideas?

  

  dburgh

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  03/30/2019 at 3:57 PM #95105
  robertogozzi

  I’m still working on it, to check calculations.

  

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  04/01/2019 at 8:11 PM #95255
  dburgh

  Hey, any luck?

  

  dburgh

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  04/01/2019 at 8:27 PM #95256
  robertogozzi

  Not yet, I’m trying to write a new algorithm.

  In the meantime you can use OpenDayOfWeek (or DayOfweek if you prefer the DoW at the closure of the candlestick), which works finely. Mine was just a replacement.

   

  

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  04/01/2019 at 8:29 PM #95257
  dburgh

  Dayofweek and opendayofweek do not permit input into the function so I don’t think I use them on ‘future’ dates (only present and past). This is the only thing left to solve, I believe.

  

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  04/01/2019 at 8:34 PM #95258
  robertogozzi

  I’ll post the code as soon as I have a correct version.

  

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  04/02/2019 at 3:38 AM #95272
  robertogozzi

  This version works fine after Jan. 31st, 2011:

  GetDayOfWeek v.2

  // (Works fine after Jan. 31st, 2011) // //input: DATE MyDay, MyMonth, MyYear = CALL "UnpackDate"[OpenDate] //-------------------------------------------------------------------------- // A - calculate the YEAR Code yy = MyYear MOD 100 y1 = (yy - (yy MOD 4)) / 4 y2 = y1 + MyDay MySum = y2 + yy //-------------------------------------------------------------------------- // B - calculate the LEAP YEAR Code LeapYear = CALL "IsLeapYear"[MyYear] //-------------------------------------------------------------------------- // C - calculate the MONTH Code IF LeapYear THEN IF MyMonth = 10 THEN Mvalue = 0 ELSIF MyMonth = 3 OR MyMonth = 11 THEN Mvalue = 3 ELSIF MyMonth = 1 OR MyMonth = 4 OR MyMonth = 7 THEN Mvalue = 6 ELSIF MyMonth = 9 OR MyMonth = 12 THEN Mvalue = 5 ELSIF MyMonth = 5 THEN Mvalue = 1 ELSIF MyMonth = 6 THEN Mvalue = 4 ELSIF MyMonth = 2 OR MyMonth = 8 THEN Mvalue = 2 ENDIF ELSE IF MyMonth = 1 OR MyMonth = 10 THEN Mvalue = 0 ELSIF MyMonth = 2 OR MyMonth = 3 OR MyMonth = 11 THEN Mvalue = 3 ELSIF MyMonth = 4 OR MyMonth = 7 THEN Mvalue = 6 ELSIF MyMonth = 9 OR MyMonth = 12 THEN Mvalue = 5 ELSIF MyMonth = 5 THEN Mvalue = 1 ELSIF MyMonth = 6 THEN Mvalue = 4 ELSIF MyMonth = 8 THEN Mvalue = 2 ENDIF ENDIF MySum = MySum + Mvalue //-------------------------------------------------------------------------- // D - calculate the CENTURY Code Cy = (MyYear - yy) MOD 400 IF Cy = 0 THEN cc = 6 ELSIF Cy = 100 THEN cc = 4 ELSIF Cy = 200 THEN cc = 2 ELSE cc = 0 ENDIF MySum = MySum + cc //-------------------------------------------------------------------------- // E - calculate Day Of Week d = (MySum MOD 7) + 1 //0=Sun, 1=Mon, 2=Tue, 3=Wed, 4=Thu, 5= Fri, 6=Sat RETURN d

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  //           (Works fine after Jan. 31st, 2011) // //input: DATE MyDay, MyMonth, MyYear = CALL "UnpackDate"[OpenDate] //-------------------------------------------------------------------------- // A - calculate the YEAR Code yy    = MyYear MOD 100 y1    = (yy - (yy MOD 4)) / 4 y2    = y1 +  MyDay MySum = y2 + yy //-------------------------------------------------------------------------- // B - calculate the LEAP YEAR Code LeapYear = CALL "IsLeapYear"[MyYear] //-------------------------------------------------------------------------- // C - calculate the MONTH Code IF LeapYear THEN    IF MyMonth = 10 THEN       Mvalue = 0    ELSIF MyMonth = 3 OR MyMonth = 11 THEN       Mvalue = 3    ELSIF MyMonth = 1 OR MyMonth = 4 OR MyMonth = 7 THEN       Mvalue = 6    ELSIF MyMonth = 9 OR MyMonth = 12 THEN       Mvalue = 5    ELSIF MyMonth = 5 THEN       Mvalue = 1    ELSIF MyMonth = 6 THEN       Mvalue = 4    ELSIF MyMonth = 2 OR MyMonth = 8 THEN       Mvalue = 2    ENDIF ELSE    IF MyMonth = 1 OR MyMonth = 10 THEN       Mvalue = 0    ELSIF MyMonth = 2 OR MyMonth = 3 OR MyMonth = 11 THEN       Mvalue = 3    ELSIF MyMonth = 4 OR MyMonth = 7 THEN       Mvalue = 6    ELSIF MyMonth = 9 OR MyMonth = 12 THEN       Mvalue = 5    ELSIF MyMonth = 5 THEN       Mvalue = 1    ELSIF MyMonth = 6 THEN       Mvalue = 4    ELSIF MyMonth = 8 THEN       Mvalue = 2    ENDIF ENDIF MySum = MySum + Mvalue //-------------------------------------------------------------------------- // D - calculate the CENTURY Code Cy = (MyYear - yy) MOD 400 IF Cy = 0 THEN    cc = 6 ELSIF Cy = 100 THEN    cc = 4 ELSIF Cy = 200 THEN    cc = 2 ELSE    cc = 0 ENDIF MySum = MySum + cc //-------------------------------------------------------------------------- // E - calculate Day Of Week d = (MySum MOD 7) + 1         //0=Sun, 1=Mon, 2=Tue, 3=Wed, 4=Thu, 5= Fri, 6=Sat RETURN d

  I tried to use several different methods, but couldn’t find any perfect one, each method turned out to have some faults. This is the most reliable I could write.

   

  

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  04/02/2019 at 11:18 AM #95305
  dburgh

  Excellent – thank you very much. Is there a reason we have the plus one before the return statement? It produces values: Monday == 2 to Friday == 6 on my end (maybe because I’m in US EST time zone?)

  Anyways, I removed the plus one and get values 1-5. Thank you for this!

  

  dburgh

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  04/02/2019 at 12:34 PM #95317
  robertogozzi

  No reason for +1, I just added it to test what I liked most and forgot to remove it (0-6 is the most common used range).

  This morning I tried another slightly different version and still got the same discrepancies:

  • up to some date in 2006 everything works in a different way and I get plenty wrong results
  • from there on till Jan.2011 the function returns almost always correct results but on some rare occasion sunday (not the other days) is reported incorrectly

  from the end of January 2011 everything works fine. I’m giving up!

  Have a good day.

   

  

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  04/02/2019 at 12:42 PM #95318
  dburgh

   

  So I tried putting together the code to retrieve the trading (business) days left in the month, but it appears to still be counting weekends. Not sure where/what I am missing?

  DEFPARAM CalculateOnLastBars = 35 d,m,y = CALL UnpackDate[date] myDayMax = CALL DayMax[m, y] businessdaysleft = 0 FOR count = 1 to myDayMax DO newdate = date + count d,m,y = CALL UnPackDate[newdate] if d > myDayMax THEN BREAK ENDIF myDayOfWeek = CALL GetDayOfWeek[newdate] IF myDayOfWeek >= 1 and myDayOfWeek <= 5 THEN businessdaysleft = businessdaysleft + 1 ENDIF NEXT RETURN businessdaysleft

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  DEFPARAM CalculateOnLastBars = 35   d,m,y = CALL UnpackDate[date] myDayMax = CALL DayMax[m, y]   businessdaysleft = 0 FOR count = 1 to myDayMax DO newdate = date + count d,m,y = CALL UnPackDate[newdate] if d > myDayMax THEN BREAK ENDIF myDayOfWeek = CALL GetDayOfWeek[newdate] IF myDayOfWeek >= 1 and myDayOfWeek <= 5 THEN businessdaysleft = businessdaysleft + 1 ENDIF NEXT     RETURN businessdaysleft

   

  

  dburgh

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  04/02/2019 at 1:44 PM #95329
  Vonasi

  robertogozzi wrote:

  up to some date in 2006 everything works in a different way and I get plenty wrong results

  If you check the chart in this post here you can see that the number of candles/bars in any year varies wildly.

  https://www.prorealcode.com/topic/how-many-bars-in-a-year-indicator/#post-95091

  I can understand some reasons such as the switch from 5 candle weeks to 6 candle weeks and leap years and varying holidays each year and special events that lead to market closures but it appears to me that more is going on than just this. I have the feeling that some of the back test data is not very clean!

  

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  04/02/2019 at 2:04 PM #95331
  Vonasi

  If you just put this simple indicator on a daily DJI chart it can clearly be seen when the switch to 6 bar weeks happened but prior to this there are also clearly some odd things in the data.

  return opendayofweek as "opendayofweek", dayofweek as "dayofweek"

  1	return opendayofweek as "opendayofweek", dayofweek as "dayofweek"

   

  

  

  Vonasi

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  04/02/2019 at 2:34 PM #95337
  robertogozzi

  I tried to GRAPH all individual elements from July 1979 (how come Eur/usd is quoted since then, but had only been approved on Jan, 1st 1999, 20 years later?!), Day, Month, Year separately and everything is fine, also, DayOfWeek matches the one calculated by eXcel.

  I tried several different formulas and ALL of them reported some kind of error. They cannot be ALL erroneous!!!

  I must assume that either:

  1. I did not fully understand the logic behind those formulas (likely to be the main reason)
  2. PRT use a different way of dealing with integers; actually PRT does support only floating point numbers, so even “i” in a FOR…NEXT iteration is not an integer. This may lead to some unwanted decimal digits being used or dropped when rounding or using MOD. They don’t need much integers for trading, so many basic features found in other programming languages are missing and this may lead to errors when doing some conversions.

  But, since from Jan. 17th 2011 the code works fine, well… that’s enough for most cases!

   

  

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  04/02/2019 at 3:08 PM #95342
  robertogozzi

  dburgh, I changed a bit your code to make it easier to calculate the remaining business days:

  DEFPARAM CalculateOnLastBars = 35 d,m,y = CALL UnpackDate[opendate] myDayMax = CALL DayMax[m, y] businessdaysleft = 0 myDayOfWeek = CALL GetDayOfWeek[opendate] FOR count = d to myDayMax DO //newdate = date + count //d,m,y = CALL UnPackDate[newdate] //if d > myDayMax THEN //BREAK //ENDIF //myDayOfWeek = CALL GetDayOfWeek[newdate] IF myDayOfWeek >= 1 and myDayOfWeek <= 5 THEN businessdaysleft = businessdaysleft + 1 ENDIF myDayOfWeek = (myDayOfWeek + 1) MOD 7 NEXT RETURN businessdaysleft

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  DEFPARAM CalculateOnLastBars = 35 d,m,y = CALL UnpackDate[opendate] myDayMax = CALL DayMax[m, y] businessdaysleft = 0 myDayOfWeek = CALL GetDayOfWeek[opendate] FOR count = d to myDayMax DO //newdate = date + count //d,m,y = CALL UnPackDate[newdate] //if d > myDayMax THEN //BREAK //ENDIF //myDayOfWeek = CALL GetDayOfWeek[newdate] IF myDayOfWeek >= 1 and myDayOfWeek <= 5 THEN    businessdaysleft = businessdaysleft + 1 ENDIF myDayOfWeek = (myDayOfWeek + 1) MOD 7 NEXT RETURN businessdaysleft

  I also replaced DATE with OPENDATE, since the first one is the date when a candle closes, while the latter when it opens.

  In the first case both THURSDAY and FRIDAY report 5, since at the end of the closing daily Thursday candle the date is actually Friday, which is 5, when the next candle closes trading is stopped, so the DayOfWeek is not updated and it will still be 5 also on Friday. OPENDATE works fine.

  Moreover, line 8 should start looping from “d”, not from 1.

   

   

  

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  04/02/2019 at 3:46 PM #95347
  dburgh

  Beautiful! Thank you v much

  

  dburgh

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