O, H, L and C are succesfully being set to Null, but it looks like the backtester doesn't like the Null. If I initiate a position on the bar before a BadBar, when the Backtester tries to evaluate the position on the BadBar it stops and prints a loss of $2.5 billion! Is this as expected, or is this a bug?
--- In [email protected], "Mike" <sfclimb...@...> wrote: > > You could also have just captured the scenario in a variable and kept your > original code, except operating on the variable instead of repeating the test > over and over again. > > e.g. > > BadBar = (O == H AND O == L AND O == C AND O == Volume); > > Open = IIf(BadBar, Null, O); > Close = IIf(BadBar, Null, C); > High = IIf(BadBar, Null, H); > Low = IIf(BadBar, Null, L); > > That would save you from making redundant IsNull function calls. > > Mike > > --- In [email protected], "only_accept_the_real_thing" <oman002@> > wrote: > > > > Thankyou Tomasz and Graham, that works! > > > > Because the Open has been changed to Null after the first statement (if > > O==H==L==C==Volume) then O == H will be false so I've had to check for this > > in subsequent statements. The working code is: > > > > Open = IIf(O == H AND O == L AND O == C AND O == Volume, Null, O); > > Close = IIf(IsNull(O), Null, C); > > High = IIf(IsNull(O), Null, H); > > Low = IIf(IsNull(O), Null, L); > > > > Many thanks! > > > > --- In [email protected], "Tomasz Janeczko" <groups@> wrote: > > > > > > Hello, > > > > > > Common coding mistake. You are using assignment (=) instead of > > > comparision (==)) > > > > > > Should be: > > > Open = IIf(O == H AND O == L AND O == C AND O == Volume, Null, O); > > > > > > Best regards, > > > Tomasz Janeczko > > > amibroker.com > > > ----- Original Message ----- > > > From: "only_accept_the_real_thing" <olivermannion@> > > > To: <[email protected]> > > > Sent: Saturday, August 15, 2009 2:08 AM > > > Subject: [amibroker] Data cleansing / cleaning - removing bars > > > > > > > > > > Hi there, > > > > > > > > I posted this intially to amibroker-afl but it doesn't appear to have > > > > been moderated and there's not much activity over there so > > > > I've reposted here. > > > > > > > > What I would like to do is remove bars from my symbol that have open = > > > > high = low = close = volume. > > > > > > > > If possible I would not like to modify the source data files, but > > > > ignore these bars in the AFL code for my system. I've tried the > > > > following in the AFL code to no avail: > > > > > > > > Open = IIf(O = H AND O = L AND O = C AND O = Volume, Null, O); > > > > Close = IIf(O = H AND O = L AND O = C AND O = Volume, Null, C); > > > > High = IIf(O = H AND O = L AND O = C AND O = Volume, Null, H); > > > > Low = IIf(O = H AND O = L AND O = C AND O = Volume, Null, L); > > > > > > > > Any help would be much appreciated! Thankyou! > > > > > > > > > > > > > > > > ------------------------------------ > > > > > > > > **** IMPORTANT PLEASE READ **** > > > > This group is for the discussion between users only. > > > > This is *NOT* technical support channel. > > > > > > > > TO GET TECHNICAL SUPPORT send an e-mail directly to > > > > SUPPORT {at} amibroker.com > > > > > > > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > > > > http://www.amibroker.com/feedback/ > > > > (submissions sent via other channels won't be considered) > > > > > > > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > > > http://www.amibroker.com/devlog/ > > > > > > > > Yahoo! Groups Links > > > > > > > > > > > > > > > > > >
