Currently SessionTemplates define the behaviour of the ExitOnClose and ExitOnCloseSeconds strategy parameters.
This is all fine but the behaviour of the strategy dipends then on the correct parameters of the Session template in use.
Example: Lets assume a SessionTemplate for Dax has by Error set the CloseTime to 22:15. Since the exchange closes at 22:00 the ExitOnClose ill not be executed if ExitOnCloseSeconds is less then 15*60.
So far so good. Just e have to know...
How about holidays: Example Martin Luther King Day.
The ES closed early @ 19:00 MEZ and not at 22:15 as usual because of the holiday.
How can I incorporate a Holiday managment in the session templates?
I would like to have a the current days template adjusted for an eventual holiday. How can I achieve this?
( I have all the standard holiday functions like Christian, Eurex- and US Holidays, but how to incorporate into ...)
Any tipps from Ninja (allthough I expect the usual answer)
regards
Andreas
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