I would say absolutely YES. I really don't see the advantage of derailing gains worth several decent trading days.
Somedays the motto is: "Best defense not be there." like good old Mr. Miyagi said. That applies of course especially for scalping robots. If your robot is trying to make small gains when the markets are in your favor it is outright silly to jump in right after a huge market upset.
After many years of trading here are a few days we have decided to abstain on a regular basis.
You can find the full list here: No Trade Days
Tell me if you have some I should add?
Happy Trading!
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