Turn of Month Seasonality

Optuma Forums Optuma Scripting Turn of Month Seasonality

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  • #65135
    Nipunn
    • Topics: 22
    • Replies: 5
    • Posts: 27

    Hi ,

    I want to do a trade testing using turn of month( i.e buying on 26th and selling on 5th), can someone  please help me how to go about it

    Regards

    #65138
    Matthew
    • Topics: 5
    • Replies: 377
    • Posts: 382

    Hi,

    You can use the DayNum() function if you wish to specify a Buy / Sell signal based on a date only.

    https://help.optuma.com/kb/faq.php?id=1200

    For the 26th for example you would use:

    And for the 5th…

    Keep in mind, that on a Trading Day chart where weekends and holidays are skipped, there is not always a 26th or 5th that occurs.

    • This reply was modified 3 weeks ago by Matthew.
    #65157
    Jeffrey A.
    • Topics: 39
    • Replies: 63
    • Posts: 102

    I figured out a trick when I was doing similar research in the tester..

    Lets say you want the 26th as your entry date however it might fall on a weekend like Matthew said, which will then skip to the next month.

    Instead of it entirely skipping, maybe the following day was a Monday and it can enter then. Here is how to “Buy the next available date”

    Jeff

    2 users thanked author for this post.
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