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An interesting and subtle point.
The behavior of fixup = true NOT filling in consecutive missing bars
to the current bar prevents looking into the future.
Counting occurances and dividing by the count is still the best
solution for A2C averages.
--- In amibroker@xxxxxxxxxxxxxxx, "Dimitris Tsokakis"
<TSOKAKIS@xxxx> wrote:
> From: "downhillspeedster <downhillspeedster@xxxx>"
<downhillspeedster@xxxx>
> Date: Tue Mar 4, 2003 6:26 pm
> Subject: Re: how do i fix holes for composites
>
>
>
>
>
> Utilize Foreign with Fixup = True to generate the input
array for
> AddtoComposite. This will fill in the holes.
>
>
> Let us see an important detail:
>
> Foreign() function, when fixup=1, fills the holes with previous
data.
> But, what is a hole ?
> The meaning here is the "intermediate missing data", I suppose.
> My RATL has a hole on Feb19 and then all bars since Feb21.
> As you see, the use of fixup=1 filled the Feb19 missing bar, but
left unchanged the rest.
> So, if one uses Foreign("RATL","C",1) instead of RATL close, he
will still have missing bars for any further calculations.
> Dimitris Tsokakis
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