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Jim Dean

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Joined: 9/21/2006
Location: L'ville, GA

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Subject : RE: ATM and "Resilient Portfolio" in Omnifunds
Posted : 4/13/2020 3:56 PM
Post #46942 - In reply to #46938

John et al
Bar day of week, or of month, is based on the charted bar’s ID. The bar’s ID is keyed to the date and time of the Open of the bar.
Unless you are dealing with Forex symbols that trade during the weekend, BarDayOfWeek = 6 or 7 are essentially meaningless in OT-land.
I read about some attempts to use it - and how it acted differently for half the year - imo that is all a fluke. Bdow=6 doesn’t mean anything useful unless the symbol trades on Saturday.
Deleting message 46942 : RE: ATM and "Resilient Portfolio" in Omnifunds


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