Re: date>date[1]

[Alex Matulich <alex@xxxxxxxxxxxxxx>]

Max wrote:
>I had better results using time <time[1] to detect a day rollover

That will only work if you have single session data only, or if the
new trading day actually begins at midnight.  If you use 24-hour
data, or live in a time zone where the trading session contains
midnight (such as trading the Bund from Hawaii), you need to do
something else.

Here's a function to tell when a new session begins.  The function
returns the bar number of the day session (1=first bar, 2=second bar,
etc).  If it returns 0 then you have 24 hour data and it's not the day
session.  So when it returns 1, that's the start of the new day.

WARNING: I put this code in this message based on a much larger bit
of code, so I can't guarantee it verifies (I don't have TS here with
me right now).

-------------------------------------------------------------------------
{Function: _sess1bar
 by Alex Matulich
 return the current bar number of the day session}

vars: onesession(false), session1(false), OddTZ(false), bnum(0);

if CurrentBar = 1 then begin
	onesession = (Sess2StartTime=Sess2EndTime);
	if Sess1FirstBarTime > Sess1EndTime then OddTZ = true;
end;

session1 =	{true when the day session is trading}
 (OddTZ=false and time >= Sess1FirstBarTime and time <= Sess1EndTime)
 or (OddTZ=true and
 ((time>=Sess1FirstBarTime and time<=2400) or (time>=0 and time<=Sess1EndTime)));

if session1 then begin
	if session1<>session1[1] or time=Sess1FirstBarTime then bnum = 0;
	bnum = bnum+1;
end;
if session1 = false or (onesession=true and time=Sess1FirstBarTime) then
	bnum = 0;

_sess1bar = bnum;
-------------------------------------------------------------------------

-- 
  ,|___    Alex Matulich -- alex@xxxxxxxxxxxxxx
 // +__>   Director of Research and Development
 //  \ 
 // __)    Unicorn Research Corporation -- http://unicorn.us.com