Trading System based on the Previous Week SPY Return

This strategy enters a position in the S&P 500 Index (SPY or ^GSPC) when previous week return is negative (Return is calculated based on Monday open price and Friday close price), the trade is closed at the end of the week on Friday. No stop rules are defined.

The trading system formula calculates the previous week time-series using the "TimeframeApply" and "TimeframeDecompress" functions.
The sell rule consists of comparing the day of the week (dayofweek() function) to 5 (Friday).

The order types were modified using the "SetSimTiming" function.
Buy Order: Buy at tomorrow open price
Sell Order: Sell at today close price

You can reference return two weeks ago by using the "ref" function and calling it just before decompressing the data. Decompressing a time-series calculated in a different time frame aligns or synchronizes this time-series with the current time frame.
pweek = ref(pweek, 1);

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