You can now set your strategies to trade on the nth trading day or nth-to-last trading day of the month without worrying about holidays or using complicated combinations of MonthDay and WeekDay.
MonthBars(4) will trade on the fourth trading day of the month; MonthBars(-3) will trade on the third-to-last trading day of the month.
This function can only be used in simulations, not screens or ranking systems, and has to be used in combination with daily rebalancing. Before you try using it, please read about it here: https://www.portfolio123.com/doc/doc_detail.jsp?factor=MonthBars&popUpFullDesc=1