Better way to check for weekend/data integrity?

[darckeen]

I'm looking for a way to exit positions prior to the weekend and then resume the strategy at the begining of the next week after BarsRequired has been seen on the new week. The idea is to eliminate the gaps over the weekend but maintain positions during the week. Additionally I'd like to be able to foresee data gaps that occur in the series that also produce gaps, say when the data series on 10 min data jumps 4 hours between bars. I put together some code to try to accomplish these goals but i was wondering if there might be a better way to go about this.

[darckeen]

privatebool isWeekend = false;
privateint sundayOpen = -1;
 
DateTime date = Time[0];
if (CurrentBar == 1) {
Print("Setting initial date");
switch (date.DayOfWeek) {
case DayOfWeek.Friday:
if(date.Hour >= 16) { isWeekend = true; }
break;
case DayOfWeek.Saturday:
isWeekend = true;
break;
case DayOfWeek.Sunday:
if(date.Hour < 20) { isWeekend = true; }
break;
}
}

[darckeen]

switch (date.DayOfWeek) {
case DayOfWeek.Friday:
if(date.Hour >= 16 || (date.Hour == 15 && date.Minute == 59)) {
if (Position.MarketPosition == MarketPosition.Long) { ExitLong(); }
if (Position.MarketPosition == MarketPosition.Short) { ExitShort(); }
isWeekend = true;
sundayOpen = -1;
}
break;
case DayOfWeek.Sunday:
if (date.Hour == 20 && date.Minute == 0) { 
sundayOpen = CurrentBar; 
Print("Japan open " + Time[0].ToString() + " " + sundayOpen);
}
if (isWeekend && sundayOpen != -1 && CurrentBar >= sundayOpen + BarsRequired) { 
isWeekend = false; 
Print("Enough bars " + Time[0].ToString() + " " + sundayOpen);
}
break;
case DayOfWeek.Monday:
if (isWeekend) {
if (sundayOpen == -1) {
sundayOpen = CurrentBar;
} elseif (CurrentBar >= sundayOpen + BarsRequired) {
isWeekend = false;
}
}
break;
}

[darckeen]

// Known data gaps
if (date == new DateTime(2007,3,2,16,0,0) ||
date == new DateTime(2007,4,5,3,3,0))
) 
{
if (Position.MarketPosition == MarketPosition.Long) { ExitLong(); }
if (Position.MarketPosition == MarketPosition.Short) { ExitShort(); }
isWeekend = true;
sundayOpen = -1;
}
if (isWeekend) { return; }
#endregion

[NinjaTrader_Bertrand]

Hi darckeen, thanks for your post and your code. You're on the right track with your approach and use of the DateTime object.