Determines the behavior during weekend bars (by default, Friday 20:00 UTC until Sunday 23:00 UTC) and at international business holidays.
0 - trade even during the weekend. For special purposes only.
1 - don't enter trades during the weekend, but generate bars, observe exit limits (stop / takeprofit / trail), and run TMFs when price quotes arrive
2 - don't begin or end bars during the weekend, but observe exit limits and run TMFs when price quotes arrive (default - see remarks).
3 - don't begin or end bars, don't observe exit limits, and don't run TMFs during the weekend.
7 - automatically log off at weekend; recommended if the broker API tends to crash when the broker server goes offline.
- The weekend period can be set up with the StartWeek and EndWeek variables in the dhhmm format, where d = day number (1 = Monday .. 7 = Sunday), hh = hour (UTC) and mm = minute. At the default values (StartWeek = 72300, EndWeek = 52000) the week starts Sunday 23:00 UTC and ends Friday 20:00 UTC. Markets close later, but it is normally not recommended to open trades in the late Friday hours.
- Weekend can noticeably affect a strategy performance. If at 1, bars can begin and end during the weekend when they contain price quotes. However no trade is triggered by a bar that ends at weekend. If Weekend is at 2 or above, a bar can not end during the weekend; the last Friday bar is thus extended by a multiple of BarPeriod until the weekend is over. Thus a daily bar starting Friday 00:00 UTC will normally end Monday 00:00 UTC. If not explicitly prevented by script, a signal occurring during that bar can trigger a trade at the start of the week. Therefore Weekend = 2 generates less bars, but can generate more trades than Weekend = 1. This can positively or adversely affect the strategy performance.
- When Weekend is at 1 or 0, bars are generated on workdays even when no price quotes are received. At 2 or above, any bar must contain at least one price quote of the first used asset. Otherwise the bar is extended by a multiple of BarPeriod until a quote arrives.
- December 25 and January 1 count as weekend. Other holidays are not included, but can be added by script.
- The Weekend variable affects the sampling of price data and thus must be set before any asset calls.
StartWeek = 10400; // start Monday 4 am
EndWeek = 51900; // end Friday 7 pm
Weekend = 7; // log off during the weekend
bar, BarPeriod, Stop, StartWeek/EndWeek
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