C# Output for Validation - Trading Software

C# Output for Validation

Dave W.
2015-02-05 14:25:20

Hi. I'm trying to add some output statements in a money management script to help me troubleshoot a trading system. One of the statements is in the OnEndPeriod event and I want it to tell me if the period is the last day of the month. I'm using the following code, but I'm doing something wrong - the result should be either a 0 or a 1, but it isn't. Can you point me in the right direction / show me how to do it? Also, in the formula below I used "SPY" in one of the statements -- I'd prefer not to hard-code a symbol name.

OnEndPeriod Event Code

MMParser parser = Data.ParseFormula("a = (ref(Month(),-1) != Month());");
Divers.Output("Last Day of Month?: " + parser.GetTimeSeries("SPY","a") );

Dave W.
2015-02-05 14:46:58

Best Answer

I figured it out. Here's the answer in case it helps someone else.

OnEndPeriod Event Code

// Last Day of Month. Returns 1 for true, 0 for false
string[] SymbolList = Data.GetSymbols(); //Need to get a symbol for use in the GetTimeSeries statement.
MMParser parser = Data.ParseFormula("a = (ref(Month(),-1) != Month());");
TimeSeries LastDay = parser.GetTimeSeries(SymbolList[0], "a");
double dblLastDay = LastDay[0];
Divers.Output("Last Day of Month?: " + dblLastDay );

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