RealTest User Guide
RealTest User Guide

 

 

Navigation: Realtest Script Language > Syntax Element Details >

#DVFAlign

 

 

 

 

Category

Cross-Sectional Functions

Description

#DVFAlign is a special Data Section tag that looks like a cross-sectional function name but is not one.

This tag specifies that a #DataValueFile item should include values from the CSV file that have dates that are not present in the normal OHLCV bars of the specified symbol, e.g. weekend or holiday dates. Such dates are aligned by changing them to the first valid OHLCV date AFTER the specified date.

Example

MySloppyData: #DataValueFile #DVFAlign

Keep all values found in this file even if dates are not found in OHLCV bars by changing each such date to the next valid bar date.

Notes

If #DEVAlign is NOT specified then values with misaligned dates are discarded. Select Log Calculation Details in Program Options before calculating your Data section to see notifications about any such values.

#DVFPad or #DVFFill can be specified in combination with #DVFAlign if desired.

See DataValueFile Items for a more complete description of this feature.

 

 

 

 

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