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Thanks Ara,
I was probably looking for others who suffer from the same issue with a
view of fixing/padding the database data given the zeros also affect the
graphing as well.
Many thanks for the code snippet which I'll endevour to incorporate in a
backtest (I'm still a newbie at all this :) )
Cheers
Martin
> 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
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