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Hi,

How would you trigger events based on trading days (not calendar days)?

For example, sending an order 17 trading days before the end of the month, or on the 11th trading day of the month?

Since trading days (business days) are not in regular intervals, you will need to write some logics to compare the current day against a given date. 
In order to find which days are trading days, you can use TradingCalendar object:

private List<DateTime> GetBusinessDays()
{
var start = Time.AddDays(1 - Time.Day);
var end = Time.AddMonths(1).AddDays(-1 - Time.Day);
return TradingCalendar.GetTradingDays(start, end)
.Where(x => x.BusinessDay)
.Select(x => x.Date)
.ToList();
}

Assign this method to a class field in a Schedule Event:

private List<DateTime> _tradingDays;

// In Initialize
Schedule.Event().MonthStart("SPY").At(TimeSpan.FromHours(10)).Run(() =>
{
_tradingDays = GetBusinessDays();
});

And, finally, you can access the 17th trading day like this:

// In OnData
var day17 = _tradingDays.ElementAt(17);

Spaseeba Alexandre! Will try when I get a chance.

A suggestion if I may: add your TradingCalendar example to the Documentation page since this is a pretty common use case yet hard to find.

The examples in the QC University are great but sometimes you just don't know where to look based on the example algo's name.

For example, not everybody will think about going to QC University => "How Do I Create a Rolling Window of Data?" when trying to access previous data/indicator values. Most established backtesting platform, although less flexible than QC, use a different approach to let users access data history (e.g. Close[1] is the close of the previous bar).