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 > >
