Hi all,
I have a strategy which trades around US holidays. I've managed to adjust my entry logic based on the fact that trades placed at the end of a daily bar wont execute til next day, however I'm not sure how to close a trade the day after a holiday as obviously I can't run the daily bar logic on the holiday day. I'm thinking of turning it into an intraday strategy of sorts that checks every hour if the previous day was a holiday and then submits a MOC order - is this really the best way?
Cheers!
I have a strategy which trades around US holidays. I've managed to adjust my entry logic based on the fact that trades placed at the end of a daily bar wont execute til next day, however I'm not sure how to close a trade the day after a holiday as obviously I can't run the daily bar logic on the holiday day. I'm thinking of turning it into an intraday strategy of sorts that checks every hour if the previous day was a holiday and then submits a MOC order - is this really the best way?
Cheers!
Rename
Our Market class is holiday aware. You can use some method like BarHistory.IsTomorrowLastTradingDayOfWeek, for example.
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