 Posted 3/23/2011 12:47:07
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What are the BarData autofix rules? Can they be modified?
Also, negative values are skipped, e.g. when Open = -1, no error is flagged.
Thanks, Duane
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Posted 3/26/2011 11:34:27
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Any thoughts on the above?
Thanks, Duane
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Posted 3/29/2011 01:11:55
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It checks the bar start timestamps to make sure that they are rounded correctly based on the bar frequency (ie you shouldn't have a bar start of 9:32 for 5 minute bars), and to make sure that there aren't multiple bars with the same time.
For the prices, it checks to see that the High is greater than or equal to the Open, Low, or Close, and that the Low is less than or equal to the Open, High, or Close. It also makes sure each bar element is not zero, NaN, positive or negative infinity, or double.MaxValue or Double.MinValue.
It allows negative numbers for the prices because apparently there are some symbols where it's valid to have a negative price.
There's no way to modify the logic, but you can definitely write your own program to do this. If you just want to check for errors you could do it as a RightEdge system, if you want it to automatically fix errors you'd need to go through the data storage plugin interface.
Thanks,
Daniel
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