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Yuki,
even with missing bars, you may avoid composite errors if you
calculate Mean quantities:
Run with your composite tickers the
AddToComposite(1,"~count","v");
and remember to divide your final quantity by the population, ie the
Foreign("~count","v");
If a bar is missing from stock XXX, its indicator value will not be
added, but the count will be reduced by 1 unit and you will avoid the
undesirable spikes.
DT
--- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
> Hi Jayson,
>
> Wednesday, March 5, 2003, 12:08:33 AM, you wrote:
>
> J> A different approach might be to simply filter out the very
thinly
> J> traded stocks all together....
>
> Sadly, it is not just thinly traded stocks that cause a problem.
Here
> in Japan we've had a lot of bank reorganizations. (We need more
> liquidations, and less reorganizations, but I digress.) In these
> situations, the stock is delisted, doesn't trade for 5 or 6 days,
> then is relisted with a different symbol and name, but it is the
same
> stock, with trading continuity with the previous issue name.
> Adjusting and consolidating the data is not a problem, but with
> composites and CompEquity, these holes cause big problems. I hope a
> fix is coming soon.
>
> Best,
>
> Yuki
>
> mailto:yukitaga@x...
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