Japanese bank holidays and gotobi days in MQL5 without a calendar file (code)
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If an EA needs Japanese bank holidays, for example to trade the Tokyo fixing on gotobi days or to stay out of thin Tokyo mornings, there is no need for a calendar file or WebRequest: the holidays follow fixed rules and can be computed. This is the code I use. It covers the equinox days for 1980–2099, substitute holidays, the "citizens' holiday" between two holidays, the 2019 enthronement days, the 2020 and 2021 Olympic moves and the bank year-end (31 December to 3 January). I checked it against the Cabinet Office lists for 2026 and 2027, and it matches day for day.
// Japanese bank holidays and gotobi days. All dates are Japanese dates (00:00 JST). datetime JpDate(const int y, const int m, const int d) { MqlDateTime s; ZeroMemory(s); s.year = y; s.mon = m; s.day = d; return StructToTime(s); } int JpDow(const datetime t) { MqlDateTime s; TimeToStruct(t, s); return s.day_of_week; } // equinox days, valid for 1980-2099 int JpVernalDay(const int y) { return (int)MathFloor(20.8431 + 0.242194 * (y - 1980) - MathFloor((y - 1980) / 4.0)); } int JpAutumnalDay(const int y) { return (int)MathFloor(23.2488 + 0.242194 * (y - 1980) - MathFloor((y - 1980) / 4.0)); } // a national holiday by its own rule (substitute and citizens' holidays are added in JpHoliday) bool JpBaseHoliday(const int y, const int m, const int d) { int dow = JpDow(JpDate(y, m, d)); int nth = (d - 1) / 7 + 1; // 1st, 2nd, 3rd ... weekday of the month if(y == 2019 && ((m == 4 && d == 30) || (m == 5 && (d == 1 || d == 2)) || (m == 10 && d == 22))) return true; if(y == 2020 && ((m == 7 && (d == 23 || d == 24)) || (m == 8 && d == 10))) return true; // Olympic moves if(y == 2021 && ((m == 7 && (d == 22 || d == 23)) || (m == 8 && d == 8))) return true; switch(m) { case 1: return d == 1 || (dow == 1 && nth == 2); // New Year, Coming of Age Day case 2: return d == 11 || (y >= 2020 && d == 23); // Foundation Day, Emperor's Birthday case 3: return d == JpVernalDay(y); case 4: return d == 29; // Showa Day case 5: return d == 3 || d == 4 || d == 5; case 7: return y != 2020 && y != 2021 && dow == 1 && nth == 3; // Marine Day case 8: return y >= 2016 && y != 2020 && y != 2021 && d == 11; // Mountain Day case 9: return (dow == 1 && nth == 3) || d == JpAutumnalDay(y); // Respect for the Aged, equinox case 10: return y != 2020 && y != 2021 && dow == 1 && nth == 2; // Sports Day case 11: return d == 3 || d == 23; case 12: return y <= 2018 && d == 23; // former Emperor's Birthday } return false; } bool JpHoliday(const datetime day) { MqlDateTime s; TimeToStruct(day, s); if(JpBaseHoliday(s.year, s.mon, s.day)) return true; if(s.day_of_week == 0) return false; // substitute holiday: the first non-holiday after a holiday that fell on a Sunday for(datetime t = day - 86400; ; t -= 86400) { MqlDateTime p; TimeToStruct(t, p); if(!JpBaseHoliday(p.year, p.mon, p.day)) break; if(p.day_of_week == 0) return true; } // citizens' holiday: a weekday between two holidays MqlDateTime a, b; TimeToStruct(day - 86400, a); TimeToStruct(day + 86400, b); return JpBaseHoliday(a.year, a.mon, a.day) && JpBaseHoliday(b.year, b.mon, b.day); } bool JpBankHoliday(const datetime day) { MqlDateTime s; TimeToStruct(day, s); if(s.day_of_week == 0 || s.day_of_week == 6) return true; if((s.mon == 12 && s.day == 31) || (s.mon == 1 && s.day <= 3)) return true; // bank year-end return JpHoliday(day); } // gotobi: the 5th, 10th, 15th, 20th, 25th and the last day of the month, // moved back to the previous business day when they fall on a bank holiday bool JpIsGotobi(const datetime jst_time) { datetime day = jst_time - jst_time % 86400; if(JpBankHoliday(day)) return false; MqlDateTime s; TimeToStruct(day, s); int ny = (s.mon == 12) ? s.year + 1 : s.year, nm = (s.mon == 12) ? 1 : s.mon + 1; int last = (int)((JpDate(ny, nm, 1) - JpDate(s.year, s.mon, 1)) / 86400); int days[6] = {5, 10, 15, 20, 25, 0}; days[5] = last; for(int i = 0; i < 6; i++) { datetime g = JpDate(s.year, s.mon, days[i]); for(int k = 0; k < 10 && JpBankHoliday(g); k++) g -= 86400; if(g == day) return true; } return false; } datetime JpNextGotobi(const datetime jst_time) { datetime d = jst_time - jst_time % 86400; for(int i = 0; i < 40; i++, d += 86400) if(JpIsGotobi(d)) return d; return 0; }Notes:
If you find a date where this disagrees with the official list, please post it here.