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On Sat, 26 Dec 2009, DH wrote:
In my experience, most of those kinds of errors are due to bad data,
especially if you're using ascii data. Example, your code uses c/c[1] and
your data has a c of 0. Or, maybe more common, the ascii data has dates
and/or times out of order which really confuse TS. When I was using a lot
a ascii data, I always loaded it in excel and ran some simple routines to
find and delete obvious errors.
I would be surprised if Pinnacle EOD data contains errors as you describe.
Following your suggestion above, I just checked the US Dollar Index
reverse-adjusted history file that I'm working with now (and with which TS
generates an error). I found, for the full history since 1/2/1986:
- zero instances of dates out of order
- zero instances of close = 0
- zero instances of low > high
- zero instances of open or close outside of high-low range
- one instance of open = high = low = close, on 8/1/2008
Looks okay to me. Did I miss anything?
-Alex
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