Hello,

How to code this strategy ?

Strategy to backtest 

Be 8 days long. 
Then 5 days cash. 
Then 6 days short. 
Then 8 days cash. 

Repeat cycle. 
Be 8 days long. 
Then 5 days cash. 
Then 6 days short. 
Then 8 days cash. 

Repeat cycle. Etc..

Thanks,



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