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Of course I receive an identical result list with your
EMPTY = -1^10;
AddToComposite(IIf(Open == EMPTY,0,1),"~DataPresent","v",3);
Buy= 0;
f=Foreign("~datapresent","v");
Filter=f!=101;
AddColumn(f,"");
EXACTLY the same results.
To avoid any misuderstanding :your formula works, I just think
Amibroker does not use the open==EMPTY hypothesis, because if the
ADLAC is not present on 16/4/2002, there is no reference for ADLAC
this date.
My opinion is from experience, Tomasz knows how AddToComposite()
works.
DT
--- In amibroker@xxxx, "Dimitris Tsokakis" <TSOKAKIS@xxxx> wrote:
> I respectfully disagree. If you are not concerned about bar-by-bar
accuracy
> than you are correct. In that case the "1" method works fine. As
long as you
> know that this method will pick up holes of several days but that
it will
> not pick up single bar holes.
>
>
> Herman,
> Of course we speak for daily search, bar-by-bar.
> I have in my ^NDX 4 experimental holes on
> 6/1/2000 [1], 15/2/2000 [1] and 1/3/2000[2]
> plus the missing ADLAC after 15/4/2002.
> As you see from the exploration, the population
> is different from 101 exactly these dates.
> I do not understand the conditions of your graph.
> The
> AddToComposite(1,"~count","v");
> Buy=0;
> scans bar-by-bar every stock for each date.
> If the stock is present, it adds an 1 and moves to the next stock.
> If ADLAC is not present on 16/4/2002, then the sum will be 100
> for the certain date.
> It is impossible to have a 20% error, there should be another
> reason for your results.
> Dimitris Tsokakis
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