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Some thoughts from a new user:
What is missing in today's EOD TA packages <FONT
face=Arial>is the
lack of storing "events" with the daily data
and the ability
to use this information in formulae.
These events do not need to take up much
space.
In fact they can be bit fields (Yes/No, True/False
values).
Using only 4 bytes for this would allow us such
32
independent event flags.
These event flags could be picked from a
predefined
list, or be user-defined. For example:
COMPANY_CRISISMARKET_CRISIS
<FONT
face=Arial>BAD_NEWSGOOD_NEWSBAD_RATINGSGOOD_RATINGSSTOCK_SPLIT
ER_BEFORE_MARKET_OPEN
ER_DURING_MARKET_OPEN
ER_AFTER_MARKET_OPEN
<FONT
face=Arial>ER_BELOW_EXPECTATIONSER_MEETS_EXPECTATIONSER_ABOVE_EXPECTATIONS
...
Such events have an impact on the price. And they answer
the question of (dramatic) price changes on a specific day(s).
By having this (optional) information with each EOD
data
one could develop better strategies/programs by
filtering
any of the (un)wanted events.
I hope, one day AmiBroker will have this feature
implemented :-)
(... or is it already possible? :-)
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