Forex and Weekends

Discussion in 'Strategy Building' started by srolle, May 23, 2004.

  1. srolle

    srolle

    When you backtest forex systems, do you throw out weekends?

    thanks,
    scott
     
    #1     May 23, 2004
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  2. TRADERguy

    TRADERguy

    If you are in the market over the weekend then gap weekend movements must be included. If you don't hold a position over the weekend then they are not a problem except that your system has to take them into account when deciding when to enter at the beginning of the week.
     
    #2     May 23, 2004
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