Recent content by marksimms

You forgot to mention exactly WHEN you call these functions..... are you working with Intraday bars or daily bars or tick intervals ? Unless your signals use daily bars, it would be a bit of overhead to call these on each new bar for intraday bars.

Unless you are willing to take-on a MAJOR C++ DLL programming project, best to consider arrays for now. In fact, designed properly, a single array could serve your purpose for indicating any date for multiple situations (i.e. expiration day, triple witching, FOMC meeting day, etc). Input to...