is it possible to filter out holidays when backtesting?
basically i am working on a two day trading strategy, and do not plan to place any trades before a weekend or holiday. i only want to backtest when there are least two consecutive trading days together. i don't want to hold anything over a weekend or holiday.
is this possible? how?
thx
basically i am working on a two day trading strategy, and do not plan to place any trades before a weekend or holiday. i only want to backtest when there are least two consecutive trading days together. i don't want to hold anything over a weekend or holiday.
is this possible? how?
thx
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