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Filter weekends while backtesting? |
FXjuxe
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Post subject: Filter weekends while backtesting? |
Post rating: 0
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Posted: Thu 21 Apr, 2016, 17:26
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User rating: 11
Joined: Tue 27 Mar, 2012, 17:47 Posts: 111 Location: GermanyGermany
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Hello Support,
how can I filter weekend ticks/bars while backtesting with ITesterClient? I don't see any method which can filter those.
Thx, Juergen
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API Support
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Post subject: Re: Filter weekends while backtesting? |
Post rating: 0
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Posted: Fri 22 Apr, 2016, 13:33
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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Hello, There is no special filter to determine which bars the strategy will receive. And it is not planned to implement anything like that. We would recomend filtering the necessary bars in the strategy itself.
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