Buy the stock a few trading days before the end of the month.
Hold the position through the final trading days of the month and the first few trading days of the next month.
How to get the date?
Close the position after the predefined trading window, then wait for the next month-end.
To buy a stock a few days before the end of the month, say on the 20th, you must buy on the 20th, or one or more days later if the 20th was on a weekend or a holiday:
IF Not Onmarket AND ((Day = 20) OR ((Day > 20) AND (Day[1] < 20))) THEN
BUY at Market
TradingStart = Day
ENDIF
// To exit AFTER 4 Days
IF OnMarket AND ((Day - TradingStart) >= 4) THEN
SELL at Market
ENDIF
The code above closes the trade after 4 days have elapsed, but some of those days can be NON trading-days, such as weekends and holidays. To make sure it’s 4 trading days, days must be tallied this way:
IF Not Onmarket AND ((Day = 20) OR ((Day > 20) AND (Day[1] < 20))) THEN
BUY at Market
TradingCount = 0
ENDIF
// tally days as they go by
IF day <> day[1] THEN
TradingCount = TradingCount + 1
ENDIF
// To exit AFTER 4 Days
IF OnMarket AND (TradingCount = 4) THEN
SELL at Market
ENDIF