Index filter error when trading halt

[TrentRothall]

While running a exploration i noticed that one stock doesn’t match my criteria for when the index is ‘red’. I can recall reading somewhere that previous trading halts in the stock can affect weather the index filter is correct or not for that particular security, sure enough last month it didn’t trade for a week…. Will this stock always lag the actual index filter? or have i confused myself?

[SaidBitar]

I think you are right, since based on bars the dates will not be aligned.

I think the solution for this is to have dummy data maybe the O=L=H=C = the close of the last traded date

maybe premium data can help with this

[Stephen James]

Said is correct – trading halts cause the bars to no longer be aligned. One way around is to run the system with Pad and align checked:-

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[TrentRothall]

Thanks guys

[TrentRothall]

Craig, i think that setting may cause other issues somehow.

I enabled that tick box and it removed yesterdays issue but on the exploration it says i should have a open position in a stock that didn’t meet the criteria of my buy setup the day it entered.

So either way it seems throw throw it out by a bit..

[Nick Radge]

I would not use pad an align.

[TrentRothall]

Yeah ok, why is that?

[LeeDanello]

Maybe this will help

http://www.amibroker.org/userkb/2007/06/26/data-holes-in-real-time-trading/

[Anonymous]

Nick Radge wrote:

I would not use pad an align.

… and after some serious head scratching…i figured out my problem and i will be very careful about using it now too.

i could not work out why AAP was listed tonight in my exploration window but not charted as a legitimate buySetup signal (which it was not). sure enough padding and aligning was the problem.

the other problem that i could not figure was the change in behaviour from running an exploration with “1 recent day” to “From-To dates” over the same time. got rid of pad and align and the problem dissapeared.

[Author]

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