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Martin
if you check for volume and it is zero, then fing the prior nonzero volume
day and use thr prices for that day
if (volume[barindex()]==0)
//find first bar with non-zero volume
Bar_Num=BarsSince(Volume!=0);
C=Ref(C,-Bar_Num);
I did not test this code ... but you get the idea
----- Original Message -----
From: "Martin Cooney" <martin@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, July 26, 2004 6:14 PM
Subject: [amibroker] data issues with zero volume days
> 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
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
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