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Economic Release and Holiday Calendar Resources


The DontTradeOnHoliday function does not currently include July 3. We have an update for software subscribers. We don't trade on days when the stock market is closed or when the stock market closes early. We create our DontTradeOnHolidays function based on the CME Group Holiday calendar for the upcoming year in December of each year, since it is released in December.


It looks like July 3 was originally scheduled to trade normal hours so it was not included in the DontTradeOnHolidays function. The holiday calendar has been updated so that all futures markets close at the normal time except stock index futures since the NYSE closes early.


We recommend pausing live trading at the close today as we will also pause any live trading at the close today and then start again at 5pm CST Thursday for Friday's session for any live trading. (We are currently waiting for a drawdown entry alert).


Holidays are always nice on a personal level. On an algorithmic trading systems perspective, it can generate additional uncertainty and affect synchronization of trading systems, especially if they change the holiday calendar.


It is not essential that your DontTradeOnHoliday function is updated but you can update it below.





Tradestation and Multicharts files can be imported directly. The NinjaTrader 8 holidays.txt file can be placed in the Documents folder.


These files simply serve as a list of dates which are not included based on the holiday calendar. The strategies can also simply be turned off.


To learn more about the DontTradeOnHoliday function and get the open code as well as a training guide for Tradestation, you can join our Tradestation Training and Members FAQ.


We also discuss the economic reports releases and how these can be found on econoday.com


Today Powell, Lagarde and Campos, are speaking live in Portugal at the ECB Forum at 9:30 am EST. JOLTS is released at 10:00 am. Currently, (at 10:15 am EST) the speed of the stock index prices in the order book is fast and flashy.


 
 
 

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