Ya Vij,
But it demands a near perfect Data sample as reference symbol which, if Zerodha had provided in the first place, there wudn't hve been this requirement at all.
Don't know whether my AFL is Faulty
OR
Rt data Utility RTD 1.30 is inSufficient
OR
Zerodha is TERMINALly Ill,
whatever the cause, every day end when backfilled for the entire day, the signals which displayed during the live market are completly overturned, Not some minor changes but utterly totally diff signals and/or no signals.
Intersting to note dat the the trading during live market through auto trader places orders pefectly at live signal prices wid slight or no slippage, its only after backfill dat the signals change drastically.
So anyway decided to backfill only those tick bars which are missing Hence the request for an AFL /Procedure to detect the missing bars.
Presently coded as below, and seeking all the Kind Help frm Seniors n Gurus to Improvise/Sophisticate.
Code:
TN=TimeNum();
Filter=DateNum()>=Now(4) && TN>=090000;
AddColumn(IIf(TN-Ref(TN,-1)>000001,Ref(TN,-1),0),"MsngBarBeg",1.0);
AddColumn(IIf(TN-Ref(TN,-1)>000001,TN,0),"MsngBarEnd",1.0);
AddColumn(IIf(TN-Ref(TN,-1)>000001,TN-Ref(TN,-1),0),"MsngBarDiff",1.0);
thank u regards