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.
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.
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.