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Category
Settings or Strategy Elements
Description
Specifies the path to a text file which contains a list of future holidays, or "us_auto"
Notes
The purpose of the holiday list is to enable RealTest to know the next market date when generating orders.
For backtesting, RealTest does not require a holiday list because there are simply no data bars with market holiday dates.
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.
For US stock strategies you can specify HolidayList: us_auto and RealTest will calculate all US market holidays for the next several years.
You can optionally specify HolidaList: us_auto_log to cause the generated holiday list to be written to a log window when a test is run.
To specify holidays that aren't the same as the standard US ones, e.g. for another country, provide a text file with one holiday date per line.
The Examples folder includes holiday list files for US, AU, and CA.
Only future market holidays need to be listed (typically there are about 10 per year).
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).
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