End of Month

Here is another date function that can be used to make correspondence between trading bars and actual dates in the calendar. It is named 'EndOfMonth' and it returns 1 for the trading bar that corresponds to the last day in the month. Its principle is simple; it loops through the trading bars, gets their corresponding days of month in the calendar; if the value corresponding to the next bar is lower than the one corresponding to the current bar, the end of month is detected and the function returns. For example, for the month of October 2009, 31st was a Saturday; therefore the function will return 1 for October 30th and 0 for the other bars of the same month.

Example:
To detect the end of a month:
EndOfMonth() == 1
To detect the beginning of a month:
ref(EndOfMonth(), 1) == 1
To create a rule that returns 1 for the first 10 bars of the month:
hhv(ref(EndOfMonth(), 1), 10)

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