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Seems to me the 2-day gap is a positive indicator of the end/beginning of
the trading week, except for unusual (e.g. Sep. 11) circumstances. Are
there any times when any market is closed two successive days in the middle
of the week?
-----Original Message-----
From: Jim Bronke [mailto:jvbronke@xxxxxxxx]
Sent: Sunday, December 09, 2001 9:56 PM
To: Thomas Alexander; Omega List
Subject: Re: Re[2]: What day is it?
What I meant that the gap isat least two days. it sounds like whenever you
have a two day or greater gap you wish to make a tade. That can be handles
with logic.
Jim Bronke
Phoenix, AZ
----- Original Message -----
From: "Thomas Alexander" <alexander@xxxxxxxxxxxxxxxxx>
To: "Jim Bronke" <jvbronke@xxxxxxxx>; "Thomas Alexander"
<alexander@xxxxxxxxxxxxxxxxx>; "Omega List" <omega-list@xxxxxxxxxx>
Sent: Sunday, December 09, 2001 7:52 PM
Subject: Re[2]: What day is it?
: Good thoughts!
:
: But, the 2 day gap you suggest assumes that the last trading day of the
week is
: Friday and the first is always Monday. That's not always the case. Now if
I
: were running the show...
:
: --- Jim Bronke <jvbronke@xxxxxxxx> wrote:
: > Easiest way is to just put an array of some sort that defines the
: > exceptions.But, since the beginning day of the week is always at least 2
: > greater than the last day of the week a julian date comparison could be
: > done.
: >
: > Jim Bronke
: > Phoenix, AZ
: >
: >
: >
: > ----- Original Message -----
: > From: "Thomas Alexander" <alexander@xxxxxxxxxxxxxxxxx>
: > To: "Omega List" <omega-list@xxxxxxxxxx>
: > Sent: Sunday, December 09, 2001 5:53 PM
: > Subject: What day is it?
: >
: >
: > : Greetings!
: > :
: > : Running TS5 I have a day of week dilemma. On the last trading day of
the
: > week I
: > : want to put in an order for the next bar, the first trading day of the
: > next
: > : week. But because of the way I calculate my orders, I can only
calculate
: > my
: > : order on the last trading day of the week.
: > :
: > : What's the best way to do this since the last trading day of the week
may
: > not
: > : be Friday, so I can't test for that. And, the first trading day of the
: > next
: > : week may not be Monday so I can't test for that. And finally, once you
put
: > in a
: > : trading order for the next bar, you can't get it out of the TS order
: > system on
: > : that next bar so I can't wait for the bar to show up to test it!
: > :
: > : Any clever ideas?
: > :
: > : Thanks
: > :
: > :
: >
: >
:
:
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