I’d like to come up with a function which is very important for futures traders.
I hope user can specify to set a regular exit date, for example, the third Wednesday or Friday of every month, the second or fourth Monday of every month and so on.
Attachment _Today_Is_Settle_Day.pla added
This is very important to futures traders.
Since every futures contract has different settlement date, we need a functionality to avoid unreal historical price gaps in backtest.
I attached a Multicharts function for development team reference. I use it for Multicharts backtest.
Maybe you can add a functionality by transferring it in SQX.
In this case, the regular settlement date is third Wednesday of every month.
Attachment _isSettlementDay.pla added
This one is an advanced function that can be flexible to be custom which regular months and weeks to be the settlement date.
Please refer to attachment.