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Thread: Date range exclusion filter

  1. #1

    Default Date range exclusion filter

    Hi All,

    I'm looking for a simple way to program not trading a given date range. For instance, skip the week of Thanksgiving or skip the last two weeks of the year. It seems individual dates would be easy to program, but I'm having a block thinking how to exclude a date range and then multiple date ranges for what I would call a holiday filter.

    Thanks for your help.

    Last edited by sumnone; 01-09-2012 at 07:55.

  2. #2


    Here's what I came up with, but don't like the loop:

    extern bool useholidayfilter=true;

    I then mimicked the usetimefilter array except couldn't come up with a clever way to do the array indexes. So, I put this below the usetimefilter array.

    //Holiday Filter Dates
    hstop[0]=D'2012.01.13';hstart[0]=D'2012.01.17'; //Martin Luther King, Jr.'s Birthday
    hstop[1]=D'2012.02.17';hstart[1]=D'2012.02.21'; //Washington's Birthday
    hstop[2]=D'2012.05.25';hstart[2]=D'2012.05.29'; //Memorial Day
    hstop[3]=D'2012.07.01';hstart[3]=D'2012.07.07'; //Independence Day
    hstop[4]=D'2012.08.31';hstart[4]=D'2012.09.04'; //Labor Day
    hstop[5]=D'2012.10.05';hstart[5]=D'2012.10.09'; //Columbus Day
    hstop[6]=D'2012.11.09';hstart[6]=D'2012.11.13'; //Veterans Day
    hstop[7]=D'2012.11.16';hstart[7]=D'2012.11.27'; //Thanksgiving Day
    hstop[8]=D'2012.12.14';hstart[8]=D'2013.12.31 23:59:59'; //Christmas
    hstop[9]=D'2013.01.01';hstart[9]=D'2013.01.15'; //New Years

    Then the following, I added to the checktime function after the gmtshift IF statement. Since I couldn't find a clever way to do the array indexes, I have to loop through each array value to see if we have a match. Therefore, the more dates you add, the slower this section becomes:

    int count=ArraySize(hstop);
    for(int i=0; i<count; i++){
    if(TimeCurrent()>hstop[i] && TimeCurrent()<hstart[i])return(true);

    This seems to work ok, but maybe someone can come up with something more clean to eliminate the loop.

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