Whether to allow backtests to enter and exit positions after missing bars
Input
True or False (default is False)
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 not allow an entry or an exit in a backtest to occur on any bar for which the prior bar's date is not the prior date in the trading calendar of the exchange (the prior date of most other symbols).
This models a daily process that only places orders for tomorrow for stocks that had trades today. Accordingly, RealTest won't generate orders after a missing bars by default either.
If you want RealTest to simulate and generate orders even when the most recent bar is missing, specify AllowMissingBar: True in that Strategy definition.
See also the general topic of Calendar Alignment and the MissingBars function, which can be used to count missing bars.
