Set Exit On Close

set_exit_on_close.jl

# Updated to Julia 0.7 - Fixed depreciation warnings
# Passed on v1.0
    
# Dummy Data
    test_entry = [0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,1,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,1,1,1,1,0,0,0,0,0,0,0,0,0,0]
    test_data1_day = [5,5,5,5,5,5,5,5,5,5,5,5,5,5,5,5,6,6,6,6,7,7,7,7,7,7,7,7,7,8,8,8,8,8,8,8,8,8,8,8,8,9,9,9,9,9,9,9,9,9,9,9,9,9,10,10,10,10,10,10,10]
    index = collect(1:1:length(test_entry))

    # initialize output
    test_n_bar = zero(test_entry)
let  trade_counter = 0
    # set exit on close for loop
    for i = 2:length(test_entry)
        # reset trade counter
        if test_data1_day[i] != test_data1_day[i-1]
            trade_counter = 0
        end
        if (test_entry[i] == 1)
            trade_counter = trade_counter + 1  # keep track of number of trades per day
        end
        # If repeat signals, ignore so that we do not go into a while loop each time saving computation time
        if trade_counter == 1 & test_entry[i] == 1
            test_n_bar[i] = 1
        j = 0 # set j counter
        n = i
    while(test_data1_day[n] == test_data1_day[n+1]) # while day is the same day
              n = i + j  # carry over index position
             #  print(",",n) # print to make sure are not while looping repeat signals = test pass
      if n >= length(test_entry)  # Check if n is bigger than the length of signal, if true break
          break
      end
        test_n_bar[n] = 1
        j = j + 1
            end
        end
    end
end
 #  Validate code is working as intended
    test = hcat(index,test_data1_day,test_n_bar,test_entry)