Detect start of each new quarter for rebalancing
Author: flroots
Creation Date: 6/25/2014 11:31 AM
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flroots

#1

6/25/2014 11:31 AM

My strategy calls for rebalancing at each new quarter. As I step through each new bar how do I detect the start of a new quarter? I am able to do it if the year is a constant, but unfortunately it's a variable. Thanks.

CODE:
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Eugene

#2

6/25/2014 12:37 PM

Here's how:

CODE:
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flroots

#3

6/25/2014 5:23 PM

Thanks. It worked great. The only mod I did was to change:
if( Bars.Count > 1 )
to
if( (Bars.Count > 1) & (bar > 1) )

to cover the call with bar = 0
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Eugene

#4

6/26/2014 1:49 AM

Right, but it makes zero sense to call it with bar 0: Wealth-Lab won't let you trade at bar #0 because the basis price for orders has not been determined yet.
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