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PostPosted: Thu May 05, 2011 12:38 am 
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Joined: Mon Jan 25, 2010 9:27 pm
Posts: 9
Hi,
I am trying to backtest a strategy that evaluates once a week. I am currently having it execute only on Friday but sometimes there will be a trading holiday on Friday. Is there any way to see the date of the next bar to detect whether it is in a subsequent week. I tried using the Bars variable but it seems that the current bar will be the last in the collection.

Thanks,
Andrew


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PostPosted: Thu May 05, 2011 7:57 am 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6816
Hi,

I think you can use DataManager.GetHistoricalBars(...) method for this. Alternatively, you can create a calendar, fill it with holidays and use in your strategy.

Regards,
Anton


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