Finding first bar of day

[richthomas]

Hi,
I am based in the UK and running EFS scripts against intraday charts with a GMT defined template that runs from 14:30 to 21:00 hours in the UK. I need to be able to identify the first bar of the day and the last bar of the day. Code below to do this.

var nInterval = getInterval(0);
var nHour = getHour(0);
var nMinute = getMinute(0);

if (nHour == 14 && nMinute == 30) firstbarofday = true;
else firstbarofday = false;

if ((nHour == 20) && (nMinute == 60 - nInterval)) lastbarofday = true;
else lastbarofday = false;

I have hit a problem with British Summer Time. For the week of 27 Oct 08 to 31 Oct 08 the UK clocks went back but the US clocks did not.

My charts automatically showed bars from 13:30 to 19:00 for that week without having to change the time template.

With my code above I am missing the firstbar of day at 13:30 and picking it up an hour later at 14:30 and I am not picking up the last bar of day at all.

Any suggestions of how to code this to correctly pick up the right bars?

[ACM]

Re: Finding first bar of day

richthomas
I am assuming that this would be used in the context of a back test given that you posted your question in the EFS Back Testing forum
In this case you could define the first and last bars simply by looking for a change of bar date rather than a specific time ie

if(day(0)!=day(-1)) //if current bar's date is not equal to prior bar's date - first bar
if(day(0)!=day(1)) //if current bar's date is not equal to next bar's date - last bar 

Note that the latter condition would only work in back testing historical data where the following bar is a known entity
Alex

Originally posted by richthomas
Hi,
I am based in the UK and running EFS scripts against intraday charts with a GMT defined template that runs from 14:30 to 21:00 hours in the UK. I need to be able to identify the first bar of the day and the last bar of the day. Code below to do this.

var nInterval = getInterval(0);
var nHour = getHour(0);
var nMinute = getMinute(0);

if (nHour == 14 && nMinute == 30) firstbarofday = true;
else firstbarofday = false;

if ((nHour == 20) && (nMinute == 60 - nInterval)) lastbarofday = true;
else lastbarofday = false;

I have hit a problem with British Summer Time. For the week of 27 Oct 08 to 31 Oct 08 the UK clocks went back but the US clocks did not.

My charts automatically showed bars from 13:30 to 19:00 for that week without having to change the time template.

With my code above I am missing the firstbar of day at 13:30 and picking it up an hour later at 14:30 and I am not picking up the last bar of day at all.

Any suggestions of how to code this to correctly pick up the right bars?

[richthomas]

Finding first bar of day

Thanks Alex.
That does the job.

[ACM]

Re: Finding first bar of day

richthomas
You are most welcome
Alex

Originally posted by richthomas
Thanks Alex.
That does the job.