I use Yahoo Finance as quote provider and there are a lot of wrong quotes. For example, a stock that has its price $5, next day price $120 and the next day $5 again. It is like a gap, but with a big %Change. Could someone help me with the code? I try this one, but it doesn't work:
Buy = L > ((Ref(C, -1)*2);
Sell = H < ((Ref(C, -1)*2);
You might try downloading again as Yahoo often corrects data (or rather their data supplier catches the problem and corrects) and this is particularly true for historical data rather than Daily. To see if there is a more fundamental problem with the data always double check the data against other sources such as StockCharts.com or TradingView.com.
1 - Give us a couple of examples - which symbols and dates and timeframe (daily/historical). Are all of the errors like 5-120-5? Are you by chance looking at a split or dividend and your downloader is not compensating? What downloader are you using? Is the data OK on the website?
2 - Run your data through database purify. Does that solve the problem?
3 - If 2 is not adequate define what conditions you want to search for? Your code will not do the job. You will have to define conditions for O, H, L, C independently as any of these can be off.