You can see why adapting WFO cycles to seasons is no good idea when you imagine the consequences of some examples - like a WFO training cycle of 4 calendar days followed by a test cycle of 1 day.
What are the consequences?
"Guns do not kill people. People kill people".
Handling holidays or weekends is probably not too difficult since there are no holidays or weekends in historical data
The problem is "Early closes" (related to holidays) and holidays during the week. If not for these, then the 1440(?)/Barperiod solution would be workable.
You may ask Zorro support.They'll implement anything, if not for a good reason, then for good money
Great! Does this come with ZorroS?
Is there a "trial" for ZorroS? I am specifically interested to see how Zorro works with IB.
I currently use Multicharts for development, a separate software for WFO and then Sierra for production.
I am excited that with Zorro I can hopefully automate and unify my whole current workflow (besides a host of other great features), but I need clarity on those details before shifting everything from my current set-up.
