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Re: [amibroker] [Backtesting] Going long/short on a particular date - problem with weekends



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Hi,

Not sure to understand, as datas are received on opened days...

In File | Database settings | Intraday Settings | Filter WeekEnd   ?

BR


miloslavhebky a écrit :
>  
> 
> Hi, I have futures EOD data and I'm trying to go long on a particular 
> day. So far I have this
> 
> Buy = Day() == 29 AND Month() == 1;
> Sell = Day() == 14 AND Month() == 2;
> 
> The problem is when I enter on 1/29 and suppose 2/14 is holiday or 
> weekend, Sell command won't be executed because OHLC is not defined for 
> weekends so these days are skipped by AB during testing. How can I 
> handle these cases? How can I find closest trading day (the next or 
> previous one) when to leave or enter if the date I want to enter/leave 
> is weekend?
> 
> I was going through the forums and few guys were struggling with similar 
> issue and they were told that one possible solution might be to edit EOD 
> files and put there dummy values for weekends and fill OHLC with "-1" or 
> something. Then in a to code check Close value and if it is "-1" that 
> day is weekend or holiday and then with use of "Ref" one can skip back 
> and forward to look for the first trading day.
> 
> imo this might work, but is there any better way. Thanks
> 
> 



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