How to skip certain days in ProBacktest (ie. Chrismas, Easter, etc.)

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  • #96824 quote
    SaschaSascha
    Participant
    Average

    Hi,

    Is it possible to code that my system should not place any trades on certain days like Christmas (24.12.)?

    Thanks.

    Sascha

    #96879 quote
    NicolasNicolas
    Keymaster
    Legend

    Sure, use DAY and MONTH instructions and build a condition with them:

    xmas = day=24 and month=12

    Time and date instructions complete list

    #96925 quote
    SaschaSascha
    Participant
    Average

    Thank you Nicolas!

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How to skip certain days in ProBacktest (ie. Chrismas, Easter, etc.)


ProOrder: Automated Strategies & Backtesting

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Sascha @goedelsa Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by SaschaSascha
7 years, 5 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/19/2019
Status: Active
Attachments: No files
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