Have you found a solution? Regards,
Paul --- In [email protected], "woodshedder_blogspot" <woodshedder_blogs...@...> wrote: > > When using delisted data, it is possible to buy a stock, and then never get > an exit signal due to the stock not trading anymore and getting delisted. > > I have worked around this issue by manually going through 1000s of trades and > filtering out the few delisted stocks that cause this problem using code like > this: > Filter = StrFind(Name(),"VMSI") == 0 AND StrFind(Name(),"CCSC") == 0; > > However, this workaround requires a lot of maintenance as different tests and > different systems will cause different stocks to get caught long. > > Then, I tried this code: > bi = BarIndex(); > Sell=MA5>MA10 OR bi == LastValue( bi ); > > I'm still getting backtests where the system gets stuck long a delisted > position. > > I'm sure there is a correct way to solve this problem, but I can't figure it > out. > > Thanks for any help! > Wood >
