how to filter out holidays?

[assjls]

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

[Doji3333]

I created something to handle this a few weeks ago with all the holidays. I was frustrated because my backtests and RT systems were holding positions because of the missing data.

I'll post something here tonight to help you out.

B

[assjls]

thx. looking forward to it.