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I am trying to backtest a system whereby you find the last trading day
of the month and then buy x days before that and sell y days after it.
I've tried everything I can think of but I have not been unable to
figure out how to get around days where the market is not open. I've
been focused on the dayofyear, month, day, and dayofweek function, but
I can't seem to break the code.
Could someone please give me a point on this one?
Thank you.
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Version: 7.5.430 / Virus Database: 268.15.6/568 - Release Date: 12/4/2006 3:20 PM
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