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Category
Import Specification
Description
Whether to detect and repair common data errors during import
Choices
False - don't repair data (default)
True - repair data
Notes
When enabled, RealTest scans all imported bars after loading and attempts to fix the following types of data errors:
1.Impossible bars — High/Low values that don't contain Open/Close are clamped to valid ranges (e.g. if Close > High, High is set to Close).
2.Flat spike bars — Bars where Open = High = Low = Close with zero volume, at a price different from the previous close, are replaced with the previous close. These typically indicate placeholder bars inserted by the data vendor. Bars that appear to be legitimate close-only data (neighboring bars also have O=H=L=C) are left unchanged.
3.100x price errors — Bars where the split-adjusted price is approximately 100x or 1/100x the previous bar, without a corresponding split event. Both scattered errors (a short run of wrong bars bracketed by opposite transitions) and block errors (all bars before or after a single transition) are detected and corrected.
4.Duplicate dividends — Dividend events within 7 days of each other with amounts within 10% are assumed to be duplicates; the later one is removed.
5.100x dividend errors — Dividend amounts that exceed the closing price on the ex-date are assumed to be 100x too large and are divided by 100.
All repairs are logged to the import log file (if enabled) with the symbol, date, and a description of each correction. The log also reports the total number of repairs made.
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