Missing Open for some days
momentum last edited by
I wonder what's the recommended way to deal with missing open for some days. The default behaviour is the order to be matched with the opening price of the next day and that being nan creates problems. I understand I could use DataFiller and fill the bar setting the open equal to close for the days that is nan. Is there some other way to match the order against the close of the next day if open is not available?
Thanks for the help
Use a filter and set the price of your choice to be the