- ago
Are there any ideas?
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Glitch8
 ( 12.08% )
- ago
#1
Use the DayOfWeek property of the .NET Datetime class.
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- ago
#2
Do I have to implement a special handling for holidays? Do you have an idea how to implemet it in an easy way?
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Glitch8
 ( 12.08% )
- ago
#3
For historical backtest purposes you could peek ahead one bar, if the DayOfWeek of bar N plus one is less than that of bar N then you know bar N is the last day of the week. If you want the balancing to occur at end of week you’d need to compare DayOfWeek of bar N + 1 with that of bar N + 2.
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