Libraries: News Filter for the Strategy Tester (DST-corrected calendar export)

 

News Filter for the Strategy Tester (DST-corrected calendar export):

A real economic-calendar news filter that also works in backtests. Export the events once with a script, then block new entries around news both live and in the Strategy Tester. Fixes the one-hour DST shift of historical calendar times.

News Filter for the Strategy Tester (DST-corrected calendar export)

Author: Cristian Ciunae