[amibroker] Re: how do i fix holes for composites

["amiabilityy" <amiabilityy@xxxxxxxxx>]

 Thanks for the replies.
   DT, the holes in the data i metioned are from trading halts which 
could be 1 or more days, as long as its not delisted.
    
       downhillspeedster, i still get unusual spikes when creating an 
artificial index and dividing it by the count.

     I will try to create an excell macro that fills the holes in a 
copy of the historical data.
     if it works i'll post it in the forum. 

        peter.





--- In amibroker@xxxxxxxxxxxxxxx, "downhillspeedster 
<downhillspeedster@xxxx>" <downhillspeedster@xxxx> wrote:
> 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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