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Re[2]: Historical holiday/weekend calendar?


  • To: "Brian J. Haag" <brian_haag@xxxxxxxxx>
  • Subject: Re[2]: Historical holiday/weekend calendar?
  • From: Ivo Karindi <ivo@xxxxxxxxx>
  • Date: Mon, 26 May 2003 23:01:20 -0700

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BJH> Care to share it with the list?

BJH> b


Well, I realized that I can write an indicator that exports data for
all missing bars into a text file. Missing bars meaning data "jumps"
in date value where the Date function increase from the previous value
Date[1] has been more than 1. This will solve the problem for
backtesting. However, for real-time trading, a calendar of holidays
has to be kept and updated regularly. This calendar could be based on
holiday calendars that exchanges make available on their sites.

Ivo Karindi


PS If anyone is interested in such a holiday/weekend-exporting
indicator, let me know and I will send it once completed.