--- In [email protected], "brian_z111" <[EMAIL PROTECTED]> wrote: > > --- In [email protected], "brian_z111" <brian_z111@> wrote: > > > > --- In [email protected], "murthysuresh" <money@> wrote: > > > > > > hello > > > attached are two screenshots of qqqq. one with a gap in data that > > the > > > cci looked to be a long zlr in morning. in analysis later, and > > after i > > > did a backfill, u can see how my trade should have been a cci > short. > > > chart with data gap http://i4.tinypic.com/72htqae.png > > > chart after backfilled. http://i19.tinypic.com/8fo9jtk.png > > > > > > how to i ensure that i dont have data gaps in my charts. this is > > very > > > critical as i trade realtime and there is not much time for me to > > keep > > > checking if all the data is there. > > > in terms of data, i use dtn iq realtime and was trusting that > there > > > would not be any gaps. but i am wrong today and hurt finacially > > too. so > > > i want to put in proper checks. > > > > > > appreciate input. > > > > > > seede > > > > > > > Seede, > > > > Don't know if this will help - maybe a starting point. > > > > Using EOD data the following could alert you to any disparities > > between an Index (benchmark) barcount and the count of the current > > symbol. > > > > I have found instances, in Yahoo ASX data where the Index count is > > erroneous (public holidays were padded in EOD data). > > > > I quickly tried to find a way to automatically set the static > > variable to the Index BarCount but staticvarSet is a bit finicky as > > to what it will allow as input so I haven't managed to achieve that. > > > > Possibly you can adapt the idea to RT. > > I think in real time your alert will be going off like crazy. > > > > brian_z > > > > //P_DataHoles > > SetFlag = StaticVarSet("Flag",22);//manually input benchmark barcount > Flag = StaticVarGet("Flag"); > Plot(Flag,"Flag",1,1); > Plot(BarCount,"BarCount",1,1); >
I would say that you could manually set a benchmark (say 60 for 1 minute bars) and then count barsSince one hour ago (you would have to set the barsSince timestamp reference to continually count back bars for the last hour). brian_z
