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Jayson,
there are two types of holes:
a. holes because of a regular trading halt
b. holes due to some vendorīs mistake.
In the first case, many vendors put the last trading bar as
H=L=O=C=REF(C,-1), V=0.
You may immitate this by using fixup=1 in foreign() function ONLY FOR
THE INTERMEDIATE HOLES.
In the second case, all OHLCV are missing and you should replace the
hole with REAL data from another vendor. [As an approximation, you
may use last existing bar data, the % change in a composite is
insignificant. Of course, it is meaningless for individual analysis,
especially for indicators using H, L values !! You may miss a stochD
cross, because of a stupid H=L=C=Ref(C,-1).
Your vendor obviously follows the first alternative and, hopefully
avoids the mistakes of the second case.
YHOO for example has missing data of both types and, remember, many
people use YHOO data through Amiquote.
DT
--- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> Dimitris,
> I just ran a simple scan....
>
> Filter=V==0;
> Buy=1;
> AddColumn(C,"");
>
> It seems that OHLC are all the same number (yesterdays close) on
bars where
> V==0. Perhaps this is data vendor specific. I use QP
>
> Jayson
> -----Original Message-----
> From: DIMITRIS TSOKAKIS <TSOKAKIS@xxxx> [mailto:TSOKAKIS@x...]
> Sent: Tuesday, March 04, 2003 12:57 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: how do i fix holes for composites
>
>
> Jayson,
> when a bar is missing, the exploration does not "see" it at all,
> consequently we can not read V=0 for this bar.
> DT
> --- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> > Peter,
> > perhaps you could do it with an IIF statement. something like
> > iif(v==0,ref(c,-1),c). This would check for 0 volume and if found
> replace
> > the c with yesterdays close?? A different approach might be to
> simply filter
> > out the very thinly traded stocks all together....
> >
> > Jayson
> > -----Original Message-----
> > From: amiabilityy <amiabilityy@xxxx> [mailto:amiabilityy@x...]
> > Sent: Tuesday, March 04, 2003 8:52 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] how do i fix holes for composites
> >
> >
> > Hi members, is it possible to fix holes in the data for
> composites
> > for the days that the stock doesnt trade.
> >
> >
> > Thanks
> > peter.
> >
> >
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