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RE: [amibroker] Re: Are your Composites accurate???



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> -----Original Message-----
> From: dtsokakis [mailto:TSOKAKIS@x...]
> Sent: Sunday, April 28, 2002 11:13 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Are your Composites accurate???
>
>
> Herman,
> I just noticed that your EMPTY is -1^10, ie equal to 1.
> So, your equivalent formula is
> EMPTY = 1;

Just realized that -1^10 is not equal to 1 but is -1 * 10^10

perhaps my code was OK anyway?

Take care,
Herman.




> 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
>
>
>
>
>
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