Holidays and per symbol are hard to handle but just skipping Saturdays would be a very welcome feature
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Enhance Playback to speed up to max when Market is closed Daily Close + Weekends
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Enhance Playback to speed up to max when Market is closed Daily Close + Weekends
I am running playback at quite a bit. I have found myself wondering if the strategy is dead to see it is running on a Saturday or market is closed.
Holidays and per symbol are hard to handle but just skipping Saturdays would be a very welcome featureTags: None
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At first you may not think it to be that much but if I am running a Playback test for 1 month... I AM doing so repeatedly. 32% of the run time the Market is dead.
Hours in a Week 24*7=168
Time lost Friday Close to Sunday open = 49
Time Lost M-Th 1.25/Day = 5
(49+5)/169 = .32
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