Rebalance on first trading day of the month by Steve Jost

Steve Jost INVESTOR

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How do I get my algorithm to make monthly rotation trades on the first trading day of the month?

I tried the following.

# Schedule the monthly trade function

        self.Schedule.On(self.DateRules.MonthStart(), 

            self.TimeRules.BeforeMarketClose('SPY'), 

            self.trade)

Unfortunately, this only seems to work if the first day of the month happens to be a trading day.

If the first day of the month falls on a weekend or a holiday, the algortihm does not make any trades that month.

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Steve Jost

Accepted Answer

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Steve Jost

149 ,

Figured it out. Need to pass a symbol to the MonthStart() method.

# Schedule the monthly trade function

        self.Schedule.On(self.DateRules.MonthStart('SPY'),

            self.TimeRules.BeforeMarketClose('SPY'),

            self.trade)

Vladimir

94.7k ,

Steve Jost

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Steve Jost INVESTOR

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