R Quantstrat

Hello,

there is a function in RQuantlib where you can test if a day is a workday including the respective public holiday schedule. perhaps thats what you are looking for.

Best Regards


Sven Duve

Am 12 Aug 2012 um 17:25 schrieb William Rechtin <wrechtin2 at yahoo.com>:

Hi,

I've developed a trading strategy using quantstrat, but I'm having a lot of trouble determining how many days/months are in my trading window.? Do you have any suggestions?? Thanks.

Respectfully,
Will

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