Hi Anthony,
This is a personal decision. Here is my take on it. EA’s created by EA Studio, FSBpro, or ExpressGenerator, create their strategies based upon the total length of the backtest. This backtesing period normally lasts for 1 to 5 years. As such, the strategies are created based upon the market performance over this time period which includes all holidays. In other words, the holidays are baked into the long term performance of the EAs. Now with this fact in mind, sometimes you might gain a little short term profit by trading through the holidays and sometimes you might lose a little. On which holidays you will gain and which you will lose is an unknown. In my opinion, over the longer term they will all average out.
This same analysis applies to economic news events!
Based upon this analysis, I let my EAs trade through holidays.
However, it is my understanding that Petko does not trade during the last two weeks of December.
Alan,