Data Error Correction - Trading Software

Data Error Correction

ymlee
2015-01-17 12:47:57

Hi,

Can anyone show me a simple data correction script in C# how to replace Open, High, Low with Closing Price if those 3 fields are 0 pricing?
This problem only happen if there is no transaction in daily bar.

It give me ridiculers result when I backtest my short strategy.

QuantShare
2015-01-19 05:53:04

If you are using a downloader, you can add a "pre-script". Example can be found in the "Historical Stock Market Data" downloader.

Here is how to debug/update a downloader:
http://www.quantshare.com/how-431-how-to-debug-a-downloader

ymlee
2015-01-19 10:52:02

I am using Xenith data feed, which direct calling BackfillEOD().

So I want to create a simple script to loop all the symbols and check for 0 value on Open, High & Low and replace it with Close.

QuantShare
2015-01-20 01:47:24

Please contact us by email regarding this.

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