Hello Ami Group,
My FX brokers run 5 day weeks open 0:00 Mon - Fri 23:59 ~ 120 hours. This is exactly how I prefer and what my systems have all been designed for.
A data set I've purchased opens a bit early on each Sunday adding in about 1-2 hours per week creating extra Daily bars (like Oanda).
I'm aware of some simple scrubbing procedures such as duplicate bars/error bars but this script is breaking new ground for me.
Has any one this experience and would be kind enough to show some simple code for going about this cleanse? Much appreciated would be an understatement.
Thanks,
Scott
Posted by: scottgibbs157@yahoo.com
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Posted by: scottgibbs157@yahoo.com
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