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In a message dated 10/1/2003 9:45:31 PM Pacific Daylight Time, harelsdb@xxxxxxxxxxx writes:
One approach you could take to missing data would be to dummy up something
for the missing day. In other words, open the data file using the
downloader and hand edit reasonable values for the missing data. For
example, you could insert values that are half way between the day before
and the day after the missing day. It is not an optimal solution, however,
if there are only a few missing days it should not affect your system tester
results too dramatically.
I've used the same technique that you describe above. I've made up "dummy" data several times in the past when my data provider either missed a day of a commodity data, or as sometimes happens, they make an obvious out of range error that they eventually catch and correct. With a missing day I would generally just average the Open Hi Lo Close of the outside days and it wasn't too bad for a quick fix. The Downloader is great for that type of support. In fact, about 20 or so years ago, I would get up early before the commodity markets opened, get the Wall Street Journal from my doorstep, and enter all my data manually, using The Downloader. At the time it was much cheaper than on-line data, and The Journal was also much, much cheaper than it is now.
Jay
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