RightEdge - The Ultimate Backtesting and Trading System Development Platform

Bar Data Cleanup

The bar data cleanup utility is used to identify problems with bar data.  The utility looks for:

 

Bar timestamps that are not rounded to the correct frequency.  An example of this would be 5 minute bars where the timestamps would be precisely every 5 minutes.  If one or more bar timestamps does not fall precisely on this boundary, RightEdge will flag it as a bar timestamp not rounded based on bar frequency.

 

Duplicate bars for the same timestamp.  If two or more bars contain the exact same timestamp, this will be logged as a problem.

 

Duplicate bars after rounding for the same timestamp.  If a bar is out of the frequency boundaries, it would be rounded, however, this rounding may create a collision with another bar.  This will be flagged as an issue.

 

When issues are found within the bar data, the symbol, frequency, timestamp and price data are all displayed in the clean up list.  You may use the Bar Data Editor to fix these problems manually or click the Autofix All button to allow RightEdge to make an attempt to fix these problems automatically.

 

See Also

Import Data

Bar Data Editor