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Hello,
I have an intraday database with many data holes, which have no data
at some time points. These data holes cause some problems in my AFL
formulas. I am thinking
1) Is there any way I can add pseudo data in my database? I like
to use the close of previous bar as open, high, low, and close of
missed bars and sign vol as 0.
2) It¡¯s better if there is an AFL command I can treat missed bars
the way I described above without actually adding pseudo data.
Thank you very much!
Bill
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