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Thank you Dimitris, very helpful references!
Dimitris, I am repeatedly impressed with you ability to come up with
references without delay. You appear extremely well organized....would you
mind sharing how you organize your references and information?
Many thanks again,
Herman
> -----Original Message-----
> From: dtsokakis [mailto:TSOKAKIS@x...]
> Sent: Monday, April 29, 2002 3:05 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Are your Composites accurate???
>
>
> Herman,
> The problem is already solved !
> Please read
> http://groups.yahoo.com/group/amibroker/message/13679
> http://groups.yahoo.com/group/amibroker/message/13726
> This method is localising intermediate missing data[holes].
> There is one more case, when you have missing data at the end of some
> stock,[like ADLAC after Apr 15].
> It is easy to find it, but it is not included in above method.
> [I may join two properties in one, but it is not ready].
> Dimitris Tsokakis
> PS. By the way, did you have stocks with open==1 in your database ?
> --- In amibroker@xxxx, "Herman van den Bergen" <psytek@xxxx> wrote:
> > Very good thinking, Dimitris :-) substituting "1" gives the same
> result.
> > Thank you!
> >
> > What is strange is that I copied the EMPTY definition from Thomasz'
> sample
> > C++ code:
> >
> > #define EMPTY_VAL (-1e10f)
> >
> > The result of my cut-n-paste programming :-)))
> >
> > I guess I could have used:
> > AddToComposite(IIf(IsEmpty(Open),0,1),"_Count","x",7);
> > But that doesn't work either - so how to spot empty bars?
> >
> > I searched emails and the AB help, but can't find any clear
> definition of a
> > "hole" and the values that must be used to find it. You had quite a
> > discussion on this with Thomasz some time ago, do you know how
> holes are
> > "defined"?
> >
> > Many thanks Dimitris, you are a great help in keeping the gray
> matter moving
> > :-)
> >
> > Herman.
> >
> >
> >
> >
> >
> > > -----Original Message-----
> > > From: dtsokakis [mailto:TSOKAKIS@x...]
> > > Sent: Sunday, April 28, 2002 11:35 AM
> > > To: amibroker@xxxx
> > > Subject: [amibroker] Re: Are your Composites accurate???
> > >
> > >
> > > Herman,
> > > try for this purpose the exploration
> > > EMPTY = -1^10;
> > > Filter=Open==empty;
> > > AddColumn(Open,"");
> > > Buy=Filter;
> > > I do not have any in ^NDX.
> > > But, I run ASE, where a lot of opens==1 and verified my thought.
> > > Please check your database.You must have some stocks with open==1.
> > > With your formula, you donīt count these stocks, by assigning a 0
> to
> > > them.
> > > DT
> > > --- In amibroker@xxxx, "dtsokakis" <TSOKAKIS@xxxx> wrote:
> > > > Herman,
> > > > I just noticed that your EMPTY is -1^10, ie equal to 1.
> > > > So, your equivalent formula is
> > > > EMPTY = 1;
> > > > AddToComposite(IIf(Open == 1,0,1),"~DataPresent","v",3);
> > > > Do you have in the group of your gif some stocks with open==1 ?
> > > > This would give some explanation.
> > > > DT
> > > > PS The huge negative symbol in AFL is -1e10
> > > > --- In amibroker@xxxx, "dtsokakis" <TSOKAKIS@xxxx> wrote:
> > > > > 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
> > >
> > >
> > >
> > >
> > >
> > > Your use of Yahoo! Groups is subject to
> http://docs.yahoo.com/info/terms/
> > >
> > >
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
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