Question on Market Holidays

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Question on Market Holidays

Post by sbank » Tue Sep 05, 2017 1:18 pm

Hi All,

For those that trade the /ES, how do you handle these market half-day holidays? For example, today is Tuesday, Sept. 5th. Yesterday was Labor Day here in the US. The market closed at 1pm (ET), so there was only around half the day of price data.

Do you just treat the entire Monday as a holiday and add the day to Wave59's Holiday list? Or do you come in on Tuesday, and use that half-day's worth of price data to influence your Tuesday's trades?


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Re: Question on Market Holidays

Post by earik » Tue Sep 05, 2017 4:59 pm

Personally, I've always kept the day in the chart. I figure trades actually did happen there, so might as well let it have its say on the indicator values. The issue with that is if you ever get a trade on that day, the market will be closed before you can do anything about it.


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