Thank you for this snippet. If this is the Herman I've read many post from the old amibroker.org then I'd like to thank you even more for all the great articles.
I'm going to be honest and wasn't even aware of price bound checking option. I have added this to my snippets.
I ran an explore today of this
PriceError = Close < Low OR Close > High OR Open < Low OR Open > High OR H < L;
Filter = PriceError;
AddColumn(Open,"Open",1.2);
AddColumn(High,"High",1.2);
AddColumn(Low,"Low",1.2);
AddColumn(Close,"Close",1.2);
And was kind of shocked at how many I found in my TSX list, my S&P500 only turned up about 7 bad prices over 10 years but my TSX, especially my index was filled with errors. I use IQFeed and know their historical data isn't up to par with others, most the errors we're before 2007 which I don't even use for any backtesting so I'll just ignore. I just assumed that people would screen their data for errors like this before sending it to customers. Took me all but 2 minutes to check it today.
Posted by: brandon.richard03@yahoo.com
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