How to call TomorrowIsLastTradingDayOfWeek on intraday data
Author: kelvinyip
Creation Date: 5/21/2021 6:49 PM
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kelvinyip

#1
How to call TomorrowIsLastTradingDayOfWeek(int bar) on intraday data?

This function works for me on Daily and doc says it may or should work on intraday.. I don't think it does... any special tricks to call this on intraday data ?
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Eugene

#2
Why do you think it doesn't?
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kelvinyip

#3
because it says is for EOD "The function is useful primarily for EOD strategies (Daily scale) but should also work for Minute, Second, or Tick scales too."

any equivalent (some other function) for intraday data ?
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Eugene

#4
Sorry if my question was unclear. I was asking whether you had tried it already so there were something to discuss.
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kelvinyip

#5
yeah I tried it and it works on daily but doesn't work on 30mins.
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Eugene

#6
Just checked in WL7 and TomorrowIsLastTradingDayOfWeek works there on intraday data without an issue. Probably it isn't optimal in WL6 but the legacy platform isn't being developed anymore.

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