Date of recent bar - Wealth Lab Forum

Date of recent bar

Author: ajewell

Creation Date: 4/2/2016 1:21 PM

Wealth Lab » WealthScript (.NET) » Date of recent bar

ajewell

4/2/2016 1:21 PM

How do I obtain the date of the most recent bar? Some bars do not update. I wish to compare the current date to the latest bar date to ensure I am triggering off of current data.

Something like: DateTime.Today.ToString("d") equals Bars.Count (some kind of date function)

Eugene

4/2/2016 2:46 PM

Something like:

CODE:
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Cone

4/4/2016 11:56 AM

For EOD Strategies, what is required is to know the date of the last trading session. I'd suggest we add the following method(s) to Community.Components for this purpose.

CODE:
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Note, however, if you trade illiquid markets (or a stock who had undergone a trading halt for an entire session), this won't give you the desired result.

Size:

Color:

For EOD Strategies, what is required is to know the date of the [u]last[/u] trading session. I'd suggest we add the following method(s) to Community.Components for this purpose.

[code]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using Community.Components;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		
		// returns true if U.S. markets trades on dt
		public bool IsATradingDay(DateTime dt)
		{
			dt = dt.Date;
			return ( dt.DayOfWeek != DayOfWeek.Saturday 
				&& dt.DayOfWeek != DayOfWeek.Sunday
				&& !Bars.MarketInfo.Holidays.Contains(dt) );
		}
      
		// Returns the date of the most recent *complete* U.S. market session
		public DateTime MostRecentTradingDay()
		{      
			DateTime timeUtc = DateTime.UtcNow;
			TimeZoneInfo estZone = TimeZoneInfo.FindSystemTimeZoneById("Eastern Standard Time");
			DateTime estTime = TimeZoneInfo.ConvertTimeFromUtc(timeUtc, estZone);               
			DateTime dt = estTime.Date;
         
			if (estTime.Hour >= 16 && IsATradingDay(dt))
				return dt;
         
			do 
			{
				dt = dt.AddDays(-1);   
			}
			while  (!IsATradingDay(dt));         
			return dt;
		}
		
		
		protected override void Execute()
		{
			/* Example usage */
			
			DateTime mrtd = MostRecentTradingDay();
			if (Date[Bars.Count - 1].Date != mrtd)
			{
				DrawLabel(PricePane, "Data not up-to-date", Color.Red);
				return;  // don't run the script
			}
			else
				DrawLabel(PricePane, "Most recent session: " + mrtd.ToShortDateString());
			
		}
	}
}[/code]
Note, however, if you trade illiquid markets (or a stock who had undergone a trading halt for an entire session), this won't give you the desired result.