Weekend bars, fractals EA help | Forex Factory

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Weekend bars, fractals EA help

  • #1
  • First Post: Edited 7:30am Nov 17, 2010 7:06am | Edited 7:30am
Hi guys,

I have written an EA. It uses fractals on the daily.

The trigger code is

Inserted Code
if(iFractals(NULL,0,MODE_UPPER,3) == iHigh(NULL,0,3) && a bunch of stuff) 
{
    //place a buy stop at iHigh(NULL0,03)// 
}

My broker has since switched to non weekend bars but the older data still has weekend bars, and I am worried they interfere with the backtesting results. Any tips on how to refine the code to avoid weekend bars interfering on the backtester?

EDIT: The more I think about it, the more I realise weekend bars mess with moving average calculations and everything. Where can I test my system back 20 years on high resolution data without weekend bars!
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  • #2
  • Nov 17, 2010 10:10pm Nov 17, 2010 10:10pm
Good question!
I'm just trying to find out how to convert the time frame in the historical data to avoid weekend bars.
See here: http://www.forexfactory.com/showthread.php?t=266247

Maybe it will be of some help as soon as some replies come in...

Greetings.
MikeFT
  • #3
  • Feb 2, 2011 6:49pm Feb 2, 2011 6:49pm
Something like this should do it mate:

Inserted Code
if (TimeDayOfWeek(Time[0]) == 0)
{
    //don't process Sunday bar
}
or

Inserted Code
if (DayOfWeek() == 0)
{
    //don't process Sunday bar
}
Not sure how you code is structured. But you can use the first if processing bars (substitute Time[0] with Time[BarIndex] or iTime(NULL, 0, BarIndex)), use the second if you're only working on the current bar.
  • #4
  • Last Post: Feb 7, 2011 5:59pm Feb 7, 2011 5:59pm
Thanks for the help dude, but this doesn't solve the problem that the weekend bars are still used in the calculation of moving averages etc!
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