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Hello,
Apparently you don't know what Null means.
Null means UNDEFINED or UNKNOWN.
Obviously with UNKNOWN prices performing backtest does not make any sense, does it ?
It would help if you actually described in plain english, what you really want to achieve, because
right now it does not make any sense. You simply can not set data to NULL (unknown) and expect any results.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "only_accept_the_real_thing" <oman002@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, August 18, 2009 11:04 AM
Subject: [amibroker] Re: Data cleansing / cleaning - removing bars
> 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 ****
>> > > > This group is for the discussion between users only.
>> > > > This is *NOT* technical support channel.
>> > > >
>> > > > TO GET TECHNICAL SUPPORT send an e-mail directly to
>> > > > SUPPORT {at} amibroker.com
>> > > >
>> > > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
>> > > > http://www.amibroker.com/feedback/
>> > > > (submissions sent via other channels won't be considered)
>> > > >
>> > > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>> > > > http://www.amibroker.com/devlog/
>> > > >
>> > > > Yahoo! Groups Links
>> > > >
>> > > >
>> > > >
>> > >
>> >
>>
>
>
>
>
> ------------------------------------
>
> **** IMPORTANT PLEASE READ ****
> This group is for the discussion between users only.
> This is *NOT* technical support channel.
>
> TO GET TECHNICAL SUPPORT send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
> http://www.amibroker.com/feedback/
> (submissions sent via other channels won't be considered)
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> Yahoo! Groups Links
>
>
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
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