So basically using a historical calendar to exclude trading during NFP, FED and possibly other events I will have to code times and dates for these events and set a flag to true at these times.
From there how do I get flat and exclude the current trade entry based on an upcoming event, i.e. and event that occurs at 8:30 am on Friday (NFP) before that time even if trading on 60 minute timeframe? Specifically looking at ideas pertaining to the times not lining up exactly as I can handle the trade exit and not entering a new trade.
Ideas are appreciated as I am working on this now as a strategy that avoids the news give very inaccurate performance statistics when testing without filtering these events.
Cheers - CableTrader007
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