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Herman,
when we scan a database, Amibroker "sees" the existing data only.
If for ADLAC the 15/4 exists and all the rest data are missing, scan
will not see an empty value for 16/4. It will just see nothing, like
a Sunday. So, if I understand well, the open==empty is useless.
Any composite ticker graph will stop at 15/4, when you select ADLAC.
We need a positive fact to count, this is why I thought to assign an
1, if the stock is present.
Correct me if I am wrong.
Dimitris Tsokakis
--- In amibroker@xxxx, "Herman van den Bergen" <psytek@xxxx> wrote:
> Hi all,
>
> 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.
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