In the backtesting system allow the use of dates and a trading system but without a market timing system.
You can use a specific strategy to buy long January 1st and sell all June 1st without market timing but rather date timing. This would allow you to test 'sell in May' for example and be out of the market for the summer if you wished or possibly go in and out of the market a number of times a year but based on date timing but using whatever strategy you want.
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James Adlington
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