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I have a rotational system that rotates at the beginnning of each month using this code;
m = Month();
newMonth = m != Ref( m, -1);
PositionScore = IIf(PositionScore < 0, 0, PositionScore); // Long only
PositionScore = IIf(newMonth, PositionScore, scoreNoRotate);
Is there an easy way of changing the rotation to any particular day of the month, say the 15th? (Or nearest trading day if this falls on the weekend).
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