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Excluding Specific Days from Backtesting/Optimizing

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    Excluding Specific Days from Backtesting/Optimizing

    I'm interested in excluding certain days' data from a period used for backtesting or optimizing (for example, earnings report days, Fed announcement days, half-days, etc.).
    I don't believe there's a specific NT feature that facilitates this, so I'm wondering what's a good methodology to accomplish this, either using NT features or code within the strategy ?

    #2
    Shogun SunTzu, you can accomplish this by excluding certain days and / or time periods from your trade execution - http://www.ninjatrader-support2.com/...ead.php?t=3226
    BertrandNinjaTrader Customer Service

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