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Is there a way to offset days from "MonthEnd"? Say, I want to trade 3 days before the last trading day of the month for "SPY"?
Schedule.On(self.DateRules.MonthEnd("SPY"), self.TimeRules.AfterMarketOpen("SPY", 15), Action(self.rebalance))
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Alexandre Catarino
Hi Nathan Wells
At the moment, there is no (easy) way and you have to implement that logic.
I have created a GitHub issue to implement this feature:
Adds Offset to DateRules.MonthEnd, DateRules.MonthStart #4006
Nathan
Cool, thank you!
Nathan
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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