I have never heard of that! The only delay I have heard on periods, is if you are still new to having a period, if you are pregnant (the most obvious!), and if you are under extreme stress. As far as having sex, I have never heard of that delaying your period, unless, like I stated above...That you would be pregnant.
I am not really sure where you heard that, but I would do a little bit more research on it, before I believed it fully.