|
PureBytes Links
Trading Reference Links
|
Tom,
Let me make the first step.
Suppose you want to find holes of "QCOM", a stock of ^NDX.
Paste in AA the formula
S1=RELSTRENGTH("QCOM");
S2=IIF(ISEMPTY(S1),1,0);
FILTER=S2==1;
NUMCOLUMNS=1;
COLUMN0=S1;
Select from the ticker tree ^NDX.
Then, in AA select
*current stock
*all quotations
and hit Explore.
The result will give you the dates missing from "QCOM".
Possible reasons:
1. The stock is young in the ^NDX.
(Indeed, "PALM" entered ^NDX on March 2, 2000)
2. Some data are missing from your download source.
3. There is something very strange with Yahoo data. If one day
a stock did not trade, Yahoo omits that date at all.
The correct should be a close price equal to the last traded price.
This problem is increased in AMEX, where some stocks do not
trade for 3 or 5 continuous dates.
The way that Yahoo gives data does not permit to "see" the holes.
Conclusion
1. Above formula should be generalized, or replaced by a better
one. Any idea ?
2. Is it possible to contact Yahoo to change this peculiar habit.?
(Needless to say that ANY technical analysis is unreliable if non
trading days are missing)
This is my contribution for the moment.
Dimitris Tsokakis
--- In amibroker@xxxx, Tom McDaniel <tmtempe@xxxx> wrote:
> TJ & Dimitris-
>
> You are correct. When Yahoo finally got the data straightened AB/AQ
> imported it beautifully!
>
> This leads me to second a request made by someone else for the wish
list
> - It would be valuable to have a utility routine that looks at the
> current data base and finds these data holes and requests the
required
> data to automatically fill them.
>
> Thanks and keep up the great work.
>
> -Tom McDaniel
|