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DT
--- In amibroker@xxxx, "Herman van den Bergen" <psytek@xxxx> wrote:
> 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@xxxx
> > 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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