I'm experiencing the same problem: Exit Price: -1#ND Any explanation?
--- In [email protected], "loveyourenemynow" <[EMAIL PROTECTED]> wrote: > > 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 ... >
