Time and Calendar Functions

year (int offset): int

month (int offset): int

week (int offset): int

day (int offset): int

dom (int offset): int

tdm (int offset): int

tom (int offset): int

dow (int offset): int

ldow (int zone,int offset): int

hour (int offset): int

lhour (int zone, int offset): int

minute (int offset): int

tod (int offset): int

ltod (int zone, int offset): int

tow (int offset): int

ltow (int zone, int offset): int

second (): var

wdate (int offset): var

wdateBar (int n): var

minutesAgo (int offset): int

minutesWithin (int offset): var

workday (int offset): bool

market (int zone, int offset): bool

dst (int zone, int offset): int

Parameters:

Usage:

dmy (int YYYYMMDD): var

ymd (var Date): int

strdate (string Format, int offset): string

strdate (string Format, var Date): string

wdatef (string Format, string DateTime): var

Parameters:

Usage:

timeOffset (int zone, int days, int hour, int minute): int

Parameters:

Usage:

Remarks:

• If not stated otherwise, all dates and times are UTC (Greenwich mean time without daylight saving time).
• Date and time functions return 0 at the initial run of the strategy when the bars are not set up yet.
• When offset is omitted, the time of the current bar is returned. When offset is set to NOW, the current time is returned. When the Now time variable is set to a valid DATE value, it replaces the current time.
• The offset parameter is affected by TimeFrame. F.i. when TimeFrame is 6 and offset is 3, the time of 3*6 = 18 bars ago is returned.
• The time functions require a LookBack period of at least the highest used or returned offset.
• Most date and time functions return int, but some return var - take care of that when using the functions in a printf statement (see example).
• In live trading the time reflects the server time. Rounding errors must be considered. For instance, the weekday (dow()) exactly at midnight can return two different values depending won whether the server time is a second slower than the PC time. So a tick can have a 23:59:59 time stamp, while the PC clock has already the next day at 00:00:00. When using daily bars, check the whole time and not only the day, or set the bar offset so that the bars do not change exactly at midnight.
• The Windows COleDateTime class has a bug that causes minutes and seconds in time strings to be inaccurate by about half a second. This bug is worked around in the minute and second functions that are accurate, but it affects the strdate function.

Examples:

// buy at UTC midday at the last day of the month, 
// sell 2 trading days later
function run()
{
  BarPeriod = 60;
  algo("Monthly");
  if(NumOpenLong == 0) { // not yet bought this month
    if((tom(0) == tdm(0)) && hour() >= 12)
      enterLong();
  } else if(tdm(0) >= 2)
      exitLong();
}

// helper function in default.c for printing the date
string datetime()
{
	return strf("%02d.%02d.%02d %02d:%02d:%02d",
		day(),month(),year()-2000,hour(),minute(),(int)second());
}

See also: