I get this line when I back test a system which generate more than 20000 trades in about 6 years.
CYDS Long (n-bar) 5/10/2001 0.11 5/10/2001 -1.#IND -1.#J% -1.#J -1.#J% 1.#INF 1.#J -1.#J 1 -1.#J 0.00% 0.00% 0/0 After it the backtester stops and statistics are meaningless. I check data for that bar and is ok, but the exit price is -1.#IND, even if it should be the close, which exist for that bar. Ho can I get rid of this kind of trades ?May be by setting the size to zero at low backtesting level? Thanks Ly PS Does anybody now ho to get fast free (or reosanably priced) realtime opening data for a lot of tickers (all the nasdq for example, about 4000). use IB and it only allows 100 ...
