Code-to-skip-first-hour-of-the-week

On how to deal with the opening range of first N minutes, check out the built in C# Strategy "Opening range breakout" (Sample Strategies folder).

Github Copilot Chat is your friend. Here is an efficient way to do it without using constant backward scans, and this should work with any intraday scale. To use this you need to call UpdateFirstTradingOfWeek(BarHistory bars, int idx) first thing from Execute(). Then you can use IsFirstHourOfFirstDayOfWeek(BarHistory bars, int idx) from your trade logic. I didn't actually try this code, but it looks right. Your mileage may vary...

CODE:
    
    private bool? _isFirstTradingDayOfWeek;
    private DateTime _lastCheckedDate;

    private void UpdateFirstTradingDayOfWeek(BarHistory bars, int idx)
    {
        var currentDate = bars.DateTimes[idx].Date;

        // Check if the date has changed
        if (currentDate != _lastCheckedDate)
        {
            _lastCheckedDate = currentDate;
            _isFirstTradingDayOfWeek = null;

            // Iterate backward to find the most recent trading day
            for (var i = idx - 1; i >= 0; i--)
            {
                var previousDate = bars.DateTimes[i].Date;
                var previousDayOfWeek = previousDate.DayOfWeek;

                // If the previous trading day is in the previous week, then the current day is the first trading day of the week
                if (previousDate < currentDate && previousDayOfWeek > currentDate.DayOfWeek)
                {
                    _isFirstTradingDayOfWeek = true;
                    return;
                }

                // If the previous trading day is in the same week, then the current day is not the first trading day of the week
                if (previousDate < currentDate && previousDayOfWeek < currentDate.DayOfWeek)
                {
                    _isFirstTradingDayOfWeek = false;
                    return;
                }
            }

            // If no previous trading day is found, assume the current day is the first trading day of the week
            _isFirstTradingDayOfWeek = true;
        }
    }

    private bool IsFirstTradingDayOfWeek(BarHistory bars, int idx)
    {
        UpdateFirstTradingDayOfWeek(bars, idx);
        return _isFirstTradingDayOfWeek ?? false;
    }
    
    // write a method that determines if the current bar is in the first hour of trading of the first day of the week
    public bool IsFirstHourOfFirstDayOfWeek(BarHistory bars, int idx)
    {
        if (!IsFirstTradingDayOfWeek(bars, idx))
        {
            return false;
        }

        return bars.DateTimes[idx].GetTime() >= 930 && bars.DateTimes[idx].GetTime() <= 1030;
    }

Ah, bars.IntradayBarNumber(idx) - didn't know that one was there! Hence, you should checkout the Opening Range Breakout strategy.

Then, to detect the first trading day of week in any bar scale:

CODE:
public override void Execute(BarHistory bars, int idx)
        {
         if (idx > 0)
         {
            bool _firstDayOfWeek = bars.TradingDaysRemaining(idx, Frequency.Weekly) > 0 &&
               bars.TradingDaysRemaining(idx - 1, Frequency.Weekly) == 0;
            
            if(_firstDayOfWeek)
               WriteToDebugLog(idx);            
         }
         ...

@Eugene, I don't want to nit-pick, but I thought you should know, in case you want to document TradingDaysRemaining, its not in online help or WL8 help. (Of course, it shows in Intellisense.)

Thanks, Paul and Eugene. I'll try these this evening.

Re: TradingDaysRemaining
I can get that. Thanks.

Here is some code that is much simpler than what GitHub Copilot produced in Post #2. I tested this for one year in the U.S. Market and it seemed to work fine. It uses the Market info of the bars which takes into account the market trading days and holidays...

CODE:
    public static bool IsFirstHourOfFirstDayOfWeek(BarHistory bars, int idx)
    {
        // we know if it's not the first hour of any day then it certainly isn't
        // the first hour of the first day of the week
        if (bars.DateTimes[idx].GetTime() < 931 || bars.DateTimes[idx].GetTime() >= 1030)
        {
            return false;
        }

        var day = bars.DateTimes[idx].Date;

        var currentWeek = day.WeekOfYear();
        
        // we are guaranteed to exit this loop when we move to a prior week
        while (true)
        {
            // go back one actual day
            day = day.AddDays(-1);
            
            // we crossed into the prior week
            if (day.WeekOfYear() != currentWeek)
            {
                return true;
            }

            // we are in the same week, but 'day' is a trading day
            if (bars.Market.IsTradingDay(day))
            {
                // some prior day in the same week is a trading day
                return false;
            }
        }
    }