Navigation

Page History: TradingDaysBetweenDates

Compare Page Revisions

« Older Revision - Back to Page History - Current Revision

Page Revision: 2013/05/11 14:39

Syntax

public static int TradingDaysBetweenDates(this WealthScript obj, DateTime dt1, DateTime dt2)

public int TradingDaysBetweenDates(DateTime dt1, DateTime dt2)

Parameter Description

dt1	First date
dt2	Second date

Description

TradingDaysBetweenDates is a function created by Robert Sucher that calculates the number of trading days between two dates.

See also: GetRemainingTradingDays

Example

In this example, TradingDaysBetweenDates calculates the number of trading days for future ex dates. When the ex-dates are found in the chart, we know that bar number directly, so the code uses that. But when the next event(s) occur in the future, it uses TradingDaysBetweenDates.

Example using C# extension methods:


using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{			
		protected override void Execute()
		{
			ClearDebug();			
			FundamentalItem fi;
			int barsToNextEvent = -1;
			
			for(int bar = GetTradingLoopStartBar(1); bar < Bars.Count; bar++)
			{
				// Determine the number of bars until the next event
				try {
					fi = GetNextFundamentalItem(bar, Bars.Symbol, "dividend");
					barsToNextEvent = fi.Bar - bar;	
					
					// if fi.Bar isn't on the chart yet calculate the number of trading days
					if (fi.Bar == -1)
					{
						barsToNextEvent = this.TradingDaysBetweenDates(Datebar, fi.Date);
						if (bar == Bars.Count - 1)
							DrawLabel(PricePane, "Calculated trading days to next event: " + barsToNextEvent, Color.Red);
					}
				}
				catch {
					barsToNextEvent = -1;		// no future fundamental item
				}
								
				if (IsLastPositionActive)
				{
					Position p = LastPosition;
					if (barsToNextEvent == 1)	// Exit on day before ex-div 
					{
						SellAtClose(bar, p, "Ex-div");
					}
					else 
					{
						double Stop = p.EntryPrice * (1 - 15.00 / 100.0d);
						SellAtStop(bar + 1, p, Stop, "Stop Loss");
					}
				}
				else
				{
					if (barsToNextEvent > - 1 && barsToNextEvent <= 8)
					{
						BuyAtMarket(bar + 1);
					}
				}
			}
		}
	}
}

Legacy syntax example:


using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using Community.Components; /*** Requires installation of Community.Components Extension from www.wealth-lab.com > Extensions ***/

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{			
		protected override void Execute()
		{
			DateTimeFunctions dtf = new DateTimeFunctions(this);
				
			ClearDebug();			
			FundamentalItem fi;
			int barsToNextEvent = -1;
			
			for(int bar = GetTradingLoopStartBar(1); bar < Bars.Count; bar++)
			{
				// Determine the number of bars until the next event
				try {
					fi = GetNextFundamentalItem(bar, Bars.Symbol, "dividend");
					barsToNextEvent = fi.Bar - bar;	
					
					// if fi.Bar isn't on the chart yet calculate the number of trading days
					if (fi.Bar == -1)
					{
						barsToNextEvent = dtf.TradingDaysBetweenDates(Datebar, fi.Date);
						if (bar == Bars.Count - 1)
							DrawLabel(PricePane, "Calculated trading days to next event: " + barsToNextEvent, Color.Red);
					}
				}
				catch {
					barsToNextEvent = -1;		// no future fundamental item
				}
								
				if (IsLastPositionActive)
				{
					Position p = LastPosition;
					if (barsToNextEvent == 1)	// Exit on day before ex-div 
					{
						SellAtClose(bar, p, "Ex-div");
					}
					else 
					{
						double Stop = p.EntryPrice * (1 - 15.00 / 100.0d);
						SellAtStop(bar + 1, p, Stop, "Stop Loss");
					}
				}
				else
				{
					if (barsToNextEvent > - 1 && barsToNextEvent <= 8)
					{
						BuyAtMarket(bar + 1);
					}
				}
			}
		}
	}
}