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O, H, L and C are succesfully being set to Null, but it looks like the backtester doesn't like the Null. If I initiate a position on the bar before a BadBar, when the Backtester tries to evaluate the position on the BadBar it stops and prints a loss of $2.5 billion! Is this as expected, or is this a bug?
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> You could also have just captured the scenario in a variable and kept your original code, except operating on the variable instead of repeating the test over and over again.
>
> e.g.
>
> BadBar = (O == H AND O == L AND O == C AND O == Volume);
>
> Open = IIf(BadBar, Null, O);
> Close = IIf(BadBar, Null, C);
> High = IIf(BadBar, Null, H);
> Low = IIf(BadBar, Null, L);
>
> That would save you from making redundant IsNull function calls.
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "only_accept_the_real_thing" <oman002@> wrote:
> >
> > Thankyou Tomasz and Graham, that works!
> >
> > Because the Open has been changed to Null after the first statement (if O==H==L==C==Volume) then O == H will be false so I've had to check for this in subsequent statements. The working code is:
> >
> > Open = IIf(O == H AND O == L AND O == C AND O == Volume, Null, O);
> > Close = IIf(IsNull(O), Null, C);
> > High = IIf(IsNull(O), Null, H);
> > Low = IIf(IsNull(O), Null, L);
> >
> > Many thanks!
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@> wrote:
> > >
> > > Hello,
> > >
> > > Common coding mistake. You are using assignment (=) instead of comparision (==))
> > >
> > > Should be:
> > > Open = IIf(O == H AND O == L AND O == C AND O == Volume, Null, O);
> > >
> > > Best regards,
> > > Tomasz Janeczko
> > > amibroker.com
> > > ----- Original Message -----
> > > From: "only_accept_the_real_thing" <olivermannion@>
> > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > Sent: Saturday, August 15, 2009 2:08 AM
> > > Subject: [amibroker] Data cleansing / cleaning - removing bars
> > >
> > >
> > > > Hi there,
> > > >
> > > > I posted this intially to amibroker-afl but it doesn't appear to have been moderated and there's not much activity over there so
> > > > I've reposted here.
> > > >
> > > > What I would like to do is remove bars from my symbol that have open = high = low = close = volume.
> > > >
> > > > If possible I would not like to modify the source data files, but ignore these bars in the AFL code for my system. I've tried the
> > > > following in the AFL code to no avail:
> > > >
> > > > Open = IIf(O = H AND O = L AND O = C AND O = Volume, Null, O);
> > > > Close = IIf(O = H AND O = L AND O = C AND O = Volume, Null, C);
> > > > High = IIf(O = H AND O = L AND O = C AND O = Volume, Null, H);
> > > > Low = IIf(O = H AND O = L AND O = C AND O = Volume, Null, L);
> > > >
> > > > Any help would be much appreciated! Thankyou!
> > > >
> > > >
> > > >
> > > > ------------------------------------
> > > >
> > > > **** IMPORTANT PLEASE READ ****
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> > > >
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> > > >
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> > > >
> > > >
> > > >
> > >
> >
>
------------------------------------
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