Exclude date interval from Backtest

AFL Programming
1

Hi!
Is it possible to exclude a date interval from the backtest?
I want to exclude 3 weeks of the Corona baisse.
2020-02-21 -- 2020-03-16.

I know that I can use the "From-To dates" and run the backtest
twice, but if it is possible to exclude this dates in the code it would be better!

Best regards,
Leif Axelsson
Sweden

2 
dt = DateTime();
dt1 = _DT("2020-02-21");
dt2 = _DT("2020-03-16");

NOT_corona = dt < dt1 OR dt > dt2;

Buy = NOT_corona /*AND other rules*/;

or

dt = DateTime();
dt1 = _DT("2020-02-21");
dt2 = _DT("2020-03-16");

dt_corona = dt >= dt1 AND dt <= dt2;

Buy = NOT dt_corona  /*AND other rules*/;
3 Likes
3

Hi!

Thank You very much for Your help.
Worked perfect!

/Leif