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Hi - This should sell on 14th or following market day...
Sell = Day() >= 14 AND Month() == 2;
Sell = Sell AND NOT ref( Sell, -1 );
Steve
----- Original Message -----
From: "miloslavhebky" <miloslavhebky@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, October 06, 2009 6:15 AM
Subject: [amibroker] [Backtesting] Going long/short on a particular date -
problem with weekends
> 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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------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
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