Eliminate non-trading days in my strategy?

[timmbbo]

Is there a method to eliminate non-trading days in my strategy, when replaying testing?

I'm testing a strategy in replay mode. Right now, it only activates on Monday-Friday, from 6AM - 1 PM (PST). This works pretty much, but of course, there's some federal holidays during this period, on which no trading occurs (such as Tuesday, July 4th).

Is there a way to avoid writing some complex logic that, if the day is a federal holiday, then to not trade that day, when I'm replay testing? Thanks,

[NinjaTrader_AlanP]

Hello timmbbo,

Is your strategy taking trades on days which contain no replay data?

There is in fact trading on holidays such as July 4th in the majority of futures contracts, as the market reopens typically 5PM central time the day of the holiday.

I look forward to your reply.