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When using delisted data, it is possible to buy a stock, and then never get an exit signal due to the stock not trading anymore and getting delisted.
I have worked around this issue by manually going through 1000s of trades and filtering out the few delisted stocks that cause this problem using code like this:
Filter = StrFind(Name(),"VMSI") == 0 AND StrFind(Name(),"CCSC") == 0;
However, this workaround requires a lot of maintenance as different tests and different systems will cause different stocks to get caught long.
Then, I tried this code:
bi = BarIndex();
Sell=MA5>MA10 OR bi == LastValue( bi );
I'm still getting backtests where the system gets stuck long a delisted position.
I'm sure there is a correct way to solve this problem, but I can't figure it out.
Thanks for any help!
Wood
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