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I want to filter my Date datasets by Holidays datasets with something like that :

a = load "Date_Test";
b = load "Holidays_Test";
b = foreach b generate 'Holidays' as 'Holidays';
a = filter a by 'Date' not in [toDate('Holidays', "dd/MM/yyyy")];

But I've got this error : Unknown IDTOKEN: Holidays

I don't really know how to join both datasets to get this filter.

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Here is the documentation to join two datasets: https://developer.salesforce.com/docs/atlas.en-us.bi_dev_guide_eql.meta/bi_dev_guide_eql/bi_eql_statement_group.htm

To filter where they join, you can do as such:

A = load ...
B = load ...
q = cogroup A by 'Date' left, B by 'HolidayDate';
q = foreach q generate 
  B['HolidayDate'] as 'Purge'
  ,...Whatever you want from dataset A
  ,A['Date'] as 'Date For Example';
q = filter q by 'Purge' is not null;
...
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