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Thanks, Dimitris!
take care,
Herman.
> -----Original Message-----
> From: dtsokakis [mailto:TSOKAKIS@x...]
> Sent: Sunday, April 28, 2002 5:45 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Are your Composites accurate???
>
>
> Herman,
> The daily counter of your database is
> x=Foreign("~count","v");
> where ^count may be calculated as a daily function from
> AddToComposite(1,"~count","v");
> Buy=0;
> This will help for accurate averaging, even if some data are missing.
> 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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