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Cleaning up bad historical data...

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    Cleaning up bad historical data...

    Hi all,

    I think I might have asked this question before (or seen it asked), but never really understood the answer.

    I'm getting a bad historical bar from Barchart, and it's throwing off my back-testing. How do I fix it..? I have the real-time filter on; wish there was a way to apply it to historical data.

    Maybe someone could take a look and see if they're seeing the same thing. PNC, 3/6/2009, 1 minute bar, about 3:52 PM. I have one bar that drops down to 16.1. That price never crossed in real life (or my filter blocked it out), thank god.

    #2
    Well, I found one less than desirable way of fixing it... connected to TDA and reloaded historical data. The tricky part is figuring out how to even detect stuff like this when doing tests on data 5-6 months old.

    I only "saw" this one because the results were so out-of-whack, and I had been monitoring PNC.

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      #3
      The only option right now is to export the historical data, edit the text file and import it back in again via Tools > Historical Data menu.
      RayNinjaTrader Customer Service

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