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Filter weekends while backtesting?
 Post subject: Filter weekends while backtesting? Post rating: 0   New post 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
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


 
 Post subject: Re: Filter weekends while backtesting? Post rating: 0   New post Posted: Fri 22 Apr, 2016, 13:33 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
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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