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I'm experiencing the same problem:
Exit Price: -1#ND
Any explanation?
--- In amibroker@xxxxxxxxxxxxxxx, "loveyourenemynow"
<loveyourenemynow@xxx> wrote:
>
> I get this line when I back test a system which generate more than
> 20000 trades in about 6 years.
>
> CYDS Long (n-bar) 5/10/2001 0.11 5/10/2001 -1.#IND -1.#J% -1.#J
> -1.#J% 1.#INF 1.#J -1.#J 1 -1.#J 0.00% 0.00% 0/0
>
> After it the backtester stops and statistics are meaningless.
> I check data for that bar and is ok, but the exit price is -1.#IND,
> even if it should be the close, which exist for that bar.
> Ho can I get rid of this kind of trades ?May be by setting the size to
> zero at low backtesting level?
>
> Thanks
>
> Ly
>
> PS
> Does anybody now ho to get fast free (or reosanably priced) realtime
> opening data for a lot of tickers (all the nasdq for example, about
4000).
> use IB and it only allows 100 ...
>
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