Say I have a strategy that uses the day's average, of each of the last 30 trading days. I know I can do this by backtesting, calculating the value, and then incorporating that value into my current strategy. However, I want to accomplish this without going into backtesting. That would mean my strategy would somehow need access to the last 30 trading days, and calculate the day's average of each of those days.
How to accomplish? Thanks,

Comment