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Hi, is it possible to do a backtest and say omitt all mondays (buy on opening on tuesdays and sell on the close on friday)?
Also im interested in backtesting if lets say a certain condition like the market dropping over 1 percent from one Close to the next, to jump out of the market for x amount of days. Is that possible?
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Rank: Advanced Member
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Hi,
You can use the DayOfWeek() function to specific specific dates to include/exclude. The Security() function also lets you call price data from other instruments (such as an index tracking the market). Combining the Security() function with the Rate of Change (ROC) function should allow you to accomplish something like this.
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