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The number of historical bars for each stock in your data base may vary. For
example if I check the number of bars for my N100 data they vary from 612 to
2597.
Depending on the type of composites you create this may be an important
issue to consider. If you want to average a parameter for the N100, for
example, you cannot simply divide each bar in your composite by 100; unless
you have checked that data is present for ALL 100 stocks, for each bar, for
the period sampled.
I use this preliminary Scan to give me the numbers I need to calculate
accurate averages. See the attached capture for my N100.
EMPTY = -1^10;
AddToComposite(IIf(Open == EMPTY,0,1),"_DataPresent","x",3);
Buy= 0;
Filter=1;
Can this be improved?
Note in my capture that data can have holes and that you have to consider
how to handle those.
best regards,
Herman.
Attachment:
jpg00104.jpg
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Description: "Description: JPEG image"
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