Hi,
Speaking of rotational systems I've remember another thing, but I think it also happens in any backtest that uses monthly timeframe (including regular backtest but with TF monthly) and uses the Open as the opening price is that the dates that come out for each operation is always the last day of the month, although the open price is taking the price of the 1st of the month.
Surely you have seen it sometime.
In backtest it comes out 30/09/2024 but if you have set one day of delay and buyprice open it is really 01/09/2024 (day 1 or the first working day).
It would be much clearer if the date of the day of trade could be displayed and not the last day of the month, when it is taking the price of the open at the beginning of the month.
Thank you very much!