Hello, Need help to backtest a strategy.
Here the strategy to code in AFL : Change every Monday. Be out of the market until the first Monday. Be long from the first Monday to the 2nd Monday. Be out of the market from the 2nd Monday to the 3rd Monday. Being short from the 3rd Monday to the 4th Monday. Be out of the market from the 4th Monday to the 5th Monday. Be long from the 5th Monday to the 6 Monday. Etc. Thanks in advance. Pierre8r
