Weekly resampling, set cutoff to a different weekday?
See summary. Is there any way to set the specific day of the week used to mean the beginning/end of the week? Currently it appears to default to Sunday/Monday which is OK but I'd like more control.
Looks like I should use a trading calendar
@nooby_mcnoob The cut-off is actually set to identifying a new
week-numberwhich is a bit more agnostic than looking for specific days.
Using a trading calendar as you have also added to your own answer has 2 advantages:
- The actual cut-off day for every week is right
- The delivery of the resampled bar can be done 1 bar earlier (because the system doesn't need to wait to identify the new week)