Topic: Fill in Data Gaps without Weekend

SpiderMan wrote:

Just make sure you haven't ticked the option under market that fills in the data gaps!

Now I think that "Fill Gaps" option has to fill in only working days gaps and to leave weekend gaps open.

Re: Fill in Data Gaps without Weekend

Leaving weekend gaps alone would be the ideal way of doing it but that is not actually what it does.

http://s18.postimage.org/c56bqq40l/Snap_2012_12_15_08_01_03_001.jpg



http://s9.postimage.org/z9rdg46i3/Snap_2012_12_15_08_01_32_002.jpg

Re: Fill in Data Gaps without Weekend

Yes, I know. I just expressed my thoughts about this possible feature.

Re: Fill in Data Gaps without Weekend

Would it be easy to change it?

Re: Fill in Data Gaps without Weekend

SpiderMan wrote:

Would it be easy to change it?

Yes, I think. But I have to change the option name also. Any advice?
And do I have to change the option behaviour or to make another one?
I'll try it in FSB Pro since it is now on my workbench.

Re: Fill in Data Gaps without Weekend

I think the reason for filling in gaps is where the market becomes thin and the data becomes sporadic especially in the lower time frames. Basically we have missing bars where the market didn't actually trade. Ideally I would think that filling gaps would insert another bar rather than extend the price of the next bar. This way the integrity of the indicators is preserved.

I don't think the weekend gap should be filled at all, it is creating the illusion that the market traded at the price when it didn't and FSB could generate a strategy based on data that could never exist.

Re: Fill in Data Gaps without Weekend

Done.

Re: Fill in Data Gaps without Weekend

Great work. Downloading it now!