Weekend

BarMode

Determines the bar creation and trading behavior when the market is inactive, as on weekends, outside market hours, and at business holidays. By default, any bar must contain at least one price quote. When no price quotes arrive due to market inactivity, no new bars are created. This behavior can be changed with the following BarMode flags. Use | or + for combining flags and setf and resf for setting and resetting single flags.

Flags:

BR_FLAT	Generate bars even when they contain no price quote. These bars get a flat candle with the close price of the previous bar. This flag must be set in the INITRUN before any asset calls.
BR_WEEKEND	Don't generate bars at holidays and between EndWeek and StartWeek in the bar time zone (BarZone), even when they contain price quotes (default). This flag must be set or reset in the INITRUN before any asset calls.
BR_MARKET	Don't generate bars between EndMarket and StartMarket in the bar time zone (BarZone), even when they contain price quotes. This flag is for intraday bars and must be set in the INITRUN before any asset calls.
BR_LEISURE	Don't enter trades between EndMarket and StartMarket, at holidays, and between EndWeek and StartWeek in the currently selected asset's time zone (AssetMarket). If AssetMarket is not set, BarZone is used instead. If neither is set, UTC time is assumed.
BR_SLEEP	Don't request or process price quotes in the inactive time determined by BR_WEEKEND, BR_MARKET, and/or BR_LEISURE. This also causes TMFs and tick functions and trade entry/exit limits (entry / stop / takeprofit / trail) not to be triggered during that time.
BR_LOGOFF	Log off at weekend and holidays. BR_SLEEP and BR_WEEKEND must be set. Some broker APIs don't support logging off during a session.

Type:

int

Remarks:

This variable replaces the deprecated Weekend variable.
If BR_FLAT is not set, the price quotes of the first asset in a portfolio strategy determine the bar creation. The order of assets does not matter for bar creation when BR_FLAT is set.
When using BR_MARKET, make sure that at least one bar per day begins during market hours - otherwise no valid bars can be created (see Error 014).
The weekend period can be set up with the StartWeek and EndWeek variables as a dhh00 number, where d = day number (1 = Monday .. 7 = Sunday), and hh = hour (UTC).. At the default values (StartWeek = 72300, EndWeek = 52000) the week starts Sunday 23:00 UTC and ends Friday 20:00 UTC. Holidays can be set up with the Holidays array.
When no bars are generated due to weekends, holidays, or market closure, the [Status] window displays "Closed".
For assets that are traded even at weekends, such as cryptocurrencies, BR_WEEKEND should be reset before sampling bars.

Example:

function run()
{
  ...
  StartWeek = 10400; // start Monday 4 am
  EndWeek = 51900; // end Friday 7 pm
  BarMode = BR_WEEKEND+BR_SLEEP; // don't process quotes during the weekend and don't generate bars
  ...
}

BarMode

Flags:

Type:

Remarks:

Example:

See also: