First Trading day of Second week
Author: crk31174
Creation Date: 7/16/2015 10:39 AM
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crk31174

#1

7/16/2015 10:39 AM

Looking to implement a strategy that rotate/rebalances twice every month :
a) First trading day of the second week
b) Last day of the month

For last day of the month, I can use DateRules.LastTradingDayoftheMonth. But how can I check for the first trading day of second week? Scale is set to 60 minutes.

Thanks,
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Eugene

#2

7/16/2015 10:59 AM

This question has been asked and answered before. Don't hesitate to try out the convenient search-as-you-type function. Type in a few letters in the search box and you'll find this:

First trading day of the week

And the answer would point at:

Start of a new trading week?

See my reply #3 for GetWeekNumber. Hope this helps.
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crk31174

#3

7/16/2015 11:10 AM

Thanks, Eugene.
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