Returns by days of week using Rotational Backtester

AFL Programming
1

Is there a way to summarize the return by days of week when using the Rotational backtester ? i.e. total returns for Monday, Tuesday, etc.

Thanks.

2

Sure, just process ~~~EQUITY symbol after backtest. You can derive daily/weekly changes from portfolio equity.

You can use "Report Charts/3. Profit Table.afl" as a starting point/guideance as it already contains code for monthly gains.

3

Thank you. I was able to make this work but it doesn't too good but enough for my use.

4

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