Forex and Weekends

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

  1. srolle


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

  2. 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.