If one wants to exit at the end of the week, for example, you'd need to use the holidays to make sure that in weeks where the last day(s) of the week are holidays or early closes that you exit before the actual last trading bar of the week so you don't carry through the weekend.
But only having holidays back to 2015 means that you can't do a valid backtest prior to 2015 if you're depending on the holidays to be correct.
I'd like have to have at least 10 years for my backtests.
Thanks.
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