Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

how to find data gaps

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    how to find data gaps

    I am using barreplay to validate my strategy. I am sure there is some data gaps in the replay data. How can i detect the replay gap that is more than 2 minutes so i can figure out a way to ignore the results during that period of time.
    it would be useful to detect them programatically and I have no clue on how to go about it.

    #2
    Hello junkone,

    Thank you for your post.

    What is leading you to believe there are gaps in the Market Replay data? What instrument (including expiry contract month), bar type, interval, and date range are you testing?

    If there were gaps in the data, there would be no results to ignore since the strategy would have no data to process and therefore would yield no results.

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by NullPointStrategies, Yesterday, 05:17 AM
    0 responses
    58 views
    0 likes
    Last Post NullPointStrategies  
    Started by argusthome, 03-08-2026, 10:06 AM
    0 responses
    133 views
    0 likes
    Last Post argusthome  
    Started by NabilKhattabi, 03-06-2026, 11:18 AM
    0 responses
    73 views
    0 likes
    Last Post NabilKhattabi  
    Started by Deep42, 03-06-2026, 12:28 AM
    0 responses
    45 views
    0 likes
    Last Post Deep42
    by Deep42
     
    Started by TheRealMorford, 03-05-2026, 06:15 PM
    0 responses
    50 views
    0 likes
    Last Post TheRealMorford  
    Working...
    X