You can run a backtest placing a trade every 10, 30 , 45 days. Or you can open the positions every trading day. The key to the entry sequence is MAC. But what is MAC? MAC stands for Max Active Count. MAC is the maximum number for positions that the algorithm is allowed to open simultaneously. You can think of MAC as a quota, a sort of limited allocation.
For example, if MAC=1; a position will be established. Then the algorithm will wait until that position is expired before opening a new one. If MAC is 10, a new position will be open everyday until the maximum of 10 simultaneous positions is reached. Then it will wait until a new slot is opened - either because a contract expired or an early exit was triggered. Unless there is an opening, the alorith can not place a new trade.
If you setup MAC as a very large number, a new position will be open everyday. Example:
This is important because it allows you to have many more occurrences. Increasing the relevance of the results.
Also, it will reduce the "Bridging" or Sequential Trap. Which occurs when the backtest avoids certain market movements simply by chance, by altering the entry date. So the same strategy will have significantly different results depending on the date when you initiated the trade.
You can see more on this topic here.
The Basic Backtesting Workflow. How to setup and optimize a study based on empirical historical data. Step by step explanation with a real-life example.