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Hi All,
The data I currently obtain from my data provider essentially lists
prices for zero volume days as zero i,e High=0, Low=0, Close=0, Open=0.
Unfortunately, when backtesting these values cause the system to cop a
100% loss etc which, you can well imagine, is not what I'd like to see
happen. It also causes down spikes in graphing.
Ideally, I'd like to 'fix' the zero value days with value of the
previous day's Close.
Does anyone else have/had this problem and some suggestions on an
appropriate remedy ?
Best Regards
Martin
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