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Sterling
Feature Request: Advanced Date Price Function

The current date functions such as Month and MonthDay are woefully inadequate.

Something as basic as specifying a rebalance at the end of the month for example cannot be done cleanly and efficiently.

To be useful they need an additional offset parameter (including negative offset).

Even better is if price functions such as Open, Hi, Low, Close can call directly on the price of a specific calendar day rather than an offset.

The ability to call the closing price on December 31st for example is currently undoable.
View the feature request here .

Aug 8, 2013 1:55:01 AM