ScanSettings or TestSettings
Specifies the path to a text file which contains a list of future holidays
If specified, the holiday list file should be a simple text file with one date per line.
There is no need to include weekend dates -- these are handled automatically -- only future market holidays need to be listed.
The purpose of the holiday list is to enable RealTest to know whether tomorrow's bar will be a new week or month when generating live orders.
For backtesting, RealTest infers whether each bar is a non-trading day by the absence of data for that date.
There is therefore no reason to provide a holiday list unless you are generating tomorrow's orders for weekly or monthly bar size or rotational strategies.