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Re: [amibroker] Re: Scalping Using RT Tick Data



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--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:

Gary and Graham,
 Thanks to both of you. This is what I needed.
Bill



> Could make it a bit simpler
> 
>  
> 
> ThreeDayWeekend  = Dayofweek() - ref(dayofweek(), 1)  < 4 ;
> 
>  
> 
> Of course this does not take into account if the particular days 
were an
> actual long weekend, or whether the Friday or Monday just were not 
traded
> that day. So you could need to add in additional parameters for 
checking
> against an index as example using the foreign type functions.
> 
>  
> 
> Gary, don't forget that Easter is 4 day. (at least in Australia)
> 
>  
> 
> Cheers,
> Graham
> http://e-wire.net.au/~eb_kavan/ 
> 
> -----Original Message-----
> From: Gary A. Serkhoshian [mailto:serkhoshian777@x...] 
> Sent: Sunday, June 27, 2004 8:27 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Three Day Weekend
> 
>  
> 
> Howdy Bill,
> 
>  
> 
> Something like this 
> 
>  
> 
> ThreeDayWeekend = (dayofweek() == 4 and ref(dayofweek(), 1) == 1) 
or
> (dayofweek() == 5 and ref(dayofweek(), 1) == 2); //first scenario 
Friday
> holiday, second scenario Monday holiday
> 
>  
> 
> Since we know in advance which weekends are 3 day, we can ref into 
the
> future with no worries : )
> 
>  
> 
> Regards,
> 
> Gary
> 
>  
> 
>  
> 
>  
> 
> 
> billtex2003 <billtex2003@xxxx> wrote:
> 
> I'v been trying, without success, to write code identifying a 
three 
> day weekend.
> I don't want to buy going into a three day weekend or hold 
positions 
> over such a weekend.
> Any help is appreciated.
> 
> 
> 
> Check AmiBroker web page at:
> http://www.amibroker.com/
> 
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
> 
> 
> 
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