Day Trading Strategy (Amibroker And Tradestation Code)

The original article can be found by clicking here.

The strategy in plain English:

1. We short at the open on the last trading day of the month (not a calendar day, but a trading day).
2. We cover at the close.

Amibroker code:

Short= month()!=Ref(Month(),1) ;
shortPrice=Open;
Cover= C>0;
coverPrice=Close ;

Tradestation code:

{
Strategy - day trading - short end of month
https://www.quantifiedstrategies.com/lessons/day-trading-strategy-amibroker-code/
}

if TdaysTillMonthEnd = 1 Then
	sellshort next bar on open;
	
if TdaysTillMonthEnd = 0 Then
	Buytocover this bar on close;