How to Check for No signals in past 2 Sessions / Days

AFL Programming
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1

I need to check if a signal has come in exact 2 days / 2 sessions or not.

So it's simple to check the count of signals using

Sum(Ref(Buy,-1),750)

750 being the the count of 1 minute bars in 2 days (2 sessions). However, not all symbols trade for all those 750 bars. So it is prone to calculate for more than 2 days / 2 sessions.

I need to use something like

Day()

which actually cares only for dates.

Any hints on how to achieve this?

2 
dn = DateNum();
newday = dn != Ref( dn, -1);
bars = BarsSince(newday)+1;
bars_twoDays = Valuewhen(newday,Ref(bars,-1)) + bars;
2 Likes
3

So bars variable kept track of number of bars and then you added yesterday's bars variable last count to latest bars variable count.

So, this +1 here:

bars = BarsSince(newday)+1;

this is to include the current ongoing bar which is not completed yet?

Thanks for your help.

4

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