If you are not married, then yes. In fact you have the status and privilege to abstain from sex all the way up until you are married. Contrary to popular belief, that's a gift.
If you are a married man, then no, you do not have to give up sex during this season. We encourage chaste and proper marital relations between a monogamous, married, man and woman.
What should be considered is that you are being healthy and temperate in your intimate interactions with your wife. For example, some people are addicted to sex. If this is a problem, then you should communicate with your wife, or even also a counselor, to strike a healthy balance.
There are a lot of factors that go into discerning what is appropriate for your specific marital relationship with your wife. Bring this to the Lord during a few of your daily holy hours. This spiritual exercise is here to open you to God's grace. His grace will aid you in self-mastery, self-discipline, and selflessness. All these things will aid you in approaching sex within marriage in a new and chaste way.
If you find that you may be addicted to sex, or struggling with using it in a healthy way we suggest attending a sexaholics anonymous (SA) meeting near you. Or, we recommend that you find a good Christian therapist who understands sex and what it's for, as God created it to be. Here are links to these resources: