Whether to allow backtests to enter and exit positions after missing bars
Input
True or False (default is True)
Notes
A "missing bar" is a bar that is absent in this stock while being present in most other stocks from the same exchange.
Often these are caused by temporary "halt" conditions. Missing bars can also simply reflect days when there was no trading volume. (Unless Padding is specified, RealTest does not import zero-volume bars.)
By default RealTest WILL allow an entry or an exit in a backtest to occur even if the most recently completed bar of that symbol is not the prior date in the trading calendar of the exchange (the prior date of most other symbols).
It is recommended to always use the True choice of this setting, which can be done by simply not specifying it. In releases prior to 2.0.31 the default was False and the setting is now provided mainly for backward compatibility for older scripts as needed.
See also the general topic of Calendar Alignment and the MissingBars function, which can be used to count missing bars.
