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Trading days vs. Calendar days in functions

Anybody can confirm are we using trading days of calendar days?
For example in a function ROCP(symbol, days, Resolution.Daily);
if we want 1 month return, should we put 21(trading days) or 30 (calendar days)?
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All of the indicators that accept a 'period' parameter use that as the total number of data points. In this case, it sounds like you want 21 data points (trading days) for your ROCP indicator.

If you require it to be an actual calendar month (vs an estimate ~21 days) you'll need to implement an IDataConsolidator that emits bars each time the month changes.

I think the 21 days should be sufficient though.
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Thank you for the confirmation!
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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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