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Hi Donald --
Does something like this work for you?
TradingDay = 15;
dn = Day(); newMonth = (dn>=TradingDay) && (Ref(dn,-1)<TradingDay);
Thanks, Howard
On Sat, Mar 20, 2010 at 7:36 AM, donald_brown_48367 <donald_brown_48367@xxxxxxxxx> wrote:
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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