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Category
Settings or Strategy Elements
Description
Specifies the path to a text file which contains a list of future holidays
Notes
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.
Dates on which the market closes early should also be included, preceded by an asterisk, e.g. *2022-11-25.
Early-close dates are used when generating orders that include specific times (good after time, good until date).
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 except when generating orders.
A settings-level HolidayList will apply to all strategies in the script.
A strategy-level HolidayList only applies to that strategy and will override the settings-level list of both are provided.
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