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HolidayList

 

 

 

Category

ScanSettings or TestSettings

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.

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.

 

 

 

 

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