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OK, that's silly, but I figured out a perfectly simple way to do this.
Please ignore this post.
Ivo
IK> I'm wondering if anyone has compiled a historical weekend/holiday
IK> calendar? I imagine these should be actually per-exchange calendars?
IK> I would like to end up with a daily ASCII or Metastock file that could
IK> be plotted as Data2. All regular days would have value 0 and the last
IK> working days before holidays/weekends would have value of the number
IK> of days in that coming holiday/weekend. For example, on a regular
IK> Friday the value would be 2, but on a Thursday preceding some long
IK> weekend, the value would be 3.
IK> If nothing like this is available, I am willing to do this making it
IK> later available to everyone but I need a place to start - where to get
IK> the histories of holidays? Having to write the code for the holiday
IK> schedule rules to come up with the calendar will be more
IK> time-consuming than just getting the dates.
IK> Or are there any other suggestions to come up with this?
IK> Best regards,
IK> Ivo Karindi
IK> ivo@xxxxxxxxx
Best regards,
Ivo Karindi
ivo@xxxxxxxxx
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