Turn of Month Seasonality

Optuma Forums Optuma Scripting Turn of Month Seasonality


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  • #65135
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    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


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


    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 1 year ago by Matthew.
    Jeffrey A.
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    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”


    2 users thanked author for this post.
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