Backtesting but excluding certain date ranges

[simonsmith101]

Hi I wish to run some backtesting using an efs I have developed but wish to exclude certain date ranges (whole days). Does anyone have any suggestions how to do this. As there are quite large periods which would be excluded I would prefer not to have to put all the dates to be excluded into an array and then run a logic which creates a boolean true or false as to whether the efs script should run. I would prefer simply to input a date range (ie 31 March 2009 upto 30 April 2009 ) within which no trades should be taken out

thanks simon

[Doji3333]

why don't you create a CSV (text) file containing the "blackout dates" and then create a routine the checks for these dates.

There is no simple solution. You have to create the BOOLEAN as you described to check if trading is allowed on the current day.

This is the best solution I can offer you.