I've got a list of FOMC dates in an array that I can reference. What I would like to do is backtest some strategies by buying "X" number of trading days before the FOMC date. The problem I run into is something like this most recent FOMC date of "1220615".
If I'm trying to buy 3 trading days prior, that would be the 10th (1220610), but adding 3 to the date doesn't work as the next dates go from "1220613" to "1220616" skipping "1220615".
I know this can be done as I've seen traders backtest this strategy.
Since TS/EL goes bar by bar, how can I get the Date of "X" bars (in this case 3) in the future?
Or is there a better way to handle this?
(FYI I'm still pretty new to EL programing)
Can you help answer these questions from other members on futures io?
