I have noticed that in back testing, RW uses Friday's close price as the entry vs using Monday's open where as it is only possible to make live trades with a strategy on Monday's open. (data used to make trades on Friday close is not available to the screener until AFTER Friday close.) Though this does not seem like a huge deal, I have noticed there can be quite some 'drag' on the more successful strategies resulting from market gap up between Friday close to Monday open. - In one strategy I have found this to be on the order of ~.3% per period on average which can be pretty huge!

 

So is possible to have the RW produce the weekly screen before Friday close? My strategy uses a "- 1Week", "Top#"  criteria, so simply running the screen on Thursday does not produce the desired results. I would love to be able to reduce this 'drag' as much as possible so any help would be appreciated.

 

Thanks,

Tom