Support Board
Date/Time: Mon, 25 Nov 2024 03:05:49 +0000
Post From: Contineous Futures Contract and backtesting/replay
| [2024-04-13 17:27:57] |
| User61168 - Posts: 403 |
|
I can not find "Date Exclude" settings you mentioned any where. Thanks Tony for your response. Date Exclude is the most advantageous feature in Sierra Chart making it's monthly subscription worthwhile. It's the last field under Symbol properties. Select Custom radio button and paste all the dates you want to exclude from "ALL" charts. It's a global setting. There is also date exclude setting per chart under chart settings but unfortunately, it does not allow cut/paste.powerful Use cases: Exclude all past and future rollover weeks, pre-news days, news release days, holidays, partial trading session days etc. The most advantage I find is after backtesting is complete and you want to analyze all the losing days, you can quickly generate the date string in excel of all the winning days and then paste it to exclude them.... VERY POWERFUL. Here's my date list to get you started: Exclude 2023-2025 Rollover Weeks: 2023-3-12,2023-3-13,2023-3-14,2023-3-15,2023-3-16,2023-3-17,2023-6-12,2023-6-13,2023-6-14,2023-6-15,2023-6-16,2023-9-11,2023-9-12,2023-9-13,2023-9-14,2023-9-15,2023-12-11,2023-12-12,2023-12-13,2023-12-14,2023-12-15,2024-3-11,2024-3-12,2024-3-13,2024-3-14,2024-3-15,2024-6-17,2024-6-18,2024-6-19,2024-6-20,2024-6-21,2024-9-16,2024-9-17,2024-9-18,2024-9-19,2024-9-20,2024-12-16,2024-12-17,2024-12-18,2024-12-19,2024-12-20,2025-3-17,2025-3-18,2025-3-19,2025-3-20,2025-3-21,2025-6-16,2025-6-17,2025-6-18,2025-6-19,2025-6-20,2025-9-15,2025-9-16,2025-9-17,2025-9-18,2025-9-19,2025-12-15,2025-12-16,2025-12-17,2025-12-18,2025-12-19 Exclude 2024 Partial Trading Sessions: 1/15/2024,2024-02-19,2024-5-27,2024-06-19,2024-07-3,2024-07-04,2024-2024-09-02,2024-11-28,2024-11-29,2024-12-24 |