Backtesting my daytrading strategy I want to avoid trading on user specified days (for example the US holidays).
What I am planning to do is, enter a list of days in my backtesting code like this:
List with dates not to trade:
05.25.2006
07.04.2006 ...
and add a condition like:
If date is on the list above, do not trade
Else check entry condition ...
How can this be done?
What I am planning to do is, enter a list of days in my backtesting code like this:
List with dates not to trade:
05.25.2006
07.04.2006 ...
and add a condition like:
If date is on the list above, do not trade
Else check entry condition ...
How can this be done?
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