Was wondering if there is some way to plot returns for day of week, similar to how plotDay can plot returns for hours of the day?
I looked into the code in profile.c and came up with something like this:
function plotDow(var value,int type)
{
int periods = 5;
checkLookBack(periods);
int n = dow()-1;
if(n > periods) return;
plotSeason(n,n,n,value,type);
}
This produces a plot similar to what I want, but I'm not sure the code is correct, especially not the parameters to plotSeason