n_bar hold

n_bar_hold.jl

# Updated to Juli 0.7 - Fixed depreciation warnings

###################################
# n bar Hold - Stay in trade when repeat signals
###################################
# Dummy Data
signal = [0, 1, 1, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0]

function RO_n_bar(x::Array{Int64}; nb::Int64=3)::Array{Int64}
n_bar = fill(0,length(x))
let i = 1, j = 1, n=0  # set n bar hold time
for i = 2:size(x,1)
if x[i] == 1
    n_bar[i] = 1
    j = 1
while(j < nb) # Set bar hold time,
        n = i + j  # carry over index position
        if n >= length(x)  # Check if n is bigger than the length of signal, if true break
            break
        end
    n_bar[n] = 1
    j = j + 1
end
j=1
n=1
        end
    end
end
    return n_bar
end

out = RO_n_bar(signal,nb=3)

###################################
# nbar hold - avoid repeat signals
###################################
signal = [0, 1, 1, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0]

function O_n_bar(x::Array{Int64}; nb::Int64=3)::Array{Int64}
    n_bar = fill(0,length(x))
let i = 1, j = 1, n = 0, condition_i = 0  # set n bar hold time
for i = 2:length(x)
if x[i] == 1 && i > condition_i
    n_bar[i] = 1
    j = 1
    #print("i =", i)
while(j < nb) # Set bar hold time,
        n = i + j  # carry over index position
        if n >= length(x)  # Check if n is bigger than the length of signal, if true break
            break
        end
    n_bar[n] = 1
    j = j + 1
end
condition_i = j
        end
    end
    return n_bar
    end
end

out = O_n_bar(signal)
###################################
# N bar hold - ignore repeat signals - do not carry trade to next day or evening session
###################################
signal = [0, 1, 1, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0]
time_index = ["09:00","09:30","10:00","10:30","11:00","11:30","12:00","12:30","13:00","13:30","14:00","14:30","15:00","09:00","09:30","10:00","10:30","11:00","11:30","12:00","12:30","13:00"]

function DT_n_bar(x::Array{Int64}; nb::Int64=3)::Array{Int64}
            n_bar = fill(0,length(x))
let i = 1,j = 1,nb = 3, n=0, condition_i = 0
for i = 2:length(x)
if x[i] == 1 && i > condition_i
    n_bar[i] = 1
    j = 1
while(j < nb) # Set bar hold time,
        n = i + j  # carry over index position
        if n >= length(x) # Check if n is bigger than the length of signal, if true break
            break
        end
    n_bar[n] = 1
    j = j + 1
    if time_index[n] == "15:00"
        break
    end
end
condition_i = j
        end
    end
end
return n_bar
end

test = DT_n_bar(signal)
###################################
# N bar hold - stay in trade on repeat signals - do not carry trade to next day or evening session
###################################
signal = [0, 1, 1, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0]
time_index = ["09:00","09:30","10:00","10:30","11:00","11:30","12:00","12:30","13:00","13:30","14:00","14:30","15:00","09:00","09:30","10:00","10:30","11:00","11:30","12:00","12:30","13:00"]

function RDT_n_bar(x::Array{Int64}; nb::Int64=3)::Array{Int64}
            n_bar = fill(0,length(x))
let i = 1, j = 1,nb = 3, n=0
for i = 2:length(x)
if x[i] == 1
    n_bar[i] = 1
    j = 1
    #print("i =", i)
while(j < nb) # Set bar hold time,
        n = i + j  # carry over index position
        if n >= length(x) # Check if n is bigger than the length of signal, if true break
            break
        end
    n_bar[n] = 1
    j = j + 1
    if time_index[n] == "15:00"
        break
    end
end
j=1
n=1
        end
    end
end
return n_bar
end

@time RDT_n_bar(signal)