i'm fairly new, but how do you treat weekends for backtesting? i assume you just throw them out, but i'm uunsure. thnaks, scott
See http://www.elitetrader.com/vb/showthread.php?threadid=33202 and in the future please refrain from posting the same thread in different locations (unless you are after time sensitive info that you need for trading). Good luck with your system.
i have aball on weekends. i backtest 3 sometimes 4 times a day on weekends. i do twice that on holidays. Xmas.. i'm up all night backtesting everything i can get my hands on.. :-/