Just spent a week in Newark Ohio working on creating this new synthetic trading class to track and monitor synthetic trades.
Amazing Synthetic Trading Class
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Day of week filters & Genetic Builder on the Dax
There often is a reasonable strong and consistent bias per day of week, that is separate long and short. We could check this using Genetic Builder software.
The Easylanguage function: A thing of beauty
Scope is still constrained by an EasyLanguage function, because it is a separate piece of code held within the library of Analysis Techniques