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> I don't think it has to be this complicated. Each trading day is
> a bar - holidays and weekends are irrelevant. Simply save the bar
> number of the first trading day of the year and SUBTRACT from the
> current bar.
That's essentially an alternate way to compute the TradeDate value in
my first suggestion:
if Year(Date) <> Year(Date[1]) then TradeDate = 0;
if Date <> Date[1] then TradeDate = TradeDate + 1;
Instead of setting TradeDate to 0 at the start of the year, you set a
StartOfYear variable to CurrentBar at the start of the year. Same
concept -- the only difference is whether you subtract the
StartOfYear value from CurrentBar (your approach) or increment a
counter on new day (mine). My solution has the advantage that it
also works with intraday data.
Alain wasn't specific about exactly how he wanted to refer to the Nth
trading day. If he wants to know the ordinal value of today, i.e.
that today is the 153rd trading day in the year, either your solution
or mine will work. If he wants to know the Date for the Nth trading
day, you could do it with either solution **IF** it's on daily data,
it's within the current year, AND it's within MaxBarsBack:
NthDate = Date[TradeDate-N];
However, if he wants to know the Date of the Nth trading day, and he
wants to be able to do that for ANY day in the year (even beyond
MaxBarsBack, or in previous years), then he'd have to use my
complicated solution #2.
Gary
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