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Hey guys!
I have created a simple algorithm that is just supposed to grab the previous week's high at the beginning of every week. I have also made it so that it logs the previous week's high every time spy price crosses above it.
I have noticed some very serious problems and I have no idea what is happening:
Sometimes it will log the previous week's high on a Tuesday instead of the Monday
The order logs seem to be a week behind.
When comparing the numbers on TradingView, I sometimes get different answers, some just a few cents off, and some up to a few dollars.
Can someone please tell me what I am doing wrong?
Nico Xenox
Hey Jesse Fleming
I made a simple code and added a few things that solved the problem you have.
Because you have timedelta(weekly) as soon as you encounter the first holyday it will always add 7 days. Which means that you have to change it like this:
This will always print the desired output on Monday as long as there is no holiday on that day.
Logs:
I checked the numbers on WSJ and they seem to be correct. There are two numbers that have a 0.X error but that might be because of QC that receives different data.
Hope it helps;)
Jesse Fleming
Nico Xenox Nico! Thank you so much for your helpful and timely response! I have just posted another forum on something much less complicated in my opinion. Will you please save me once again and impart some of your insight into the problem I am having now? You should be able to easily find it under the equities search filter.
Jesse Fleming
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