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There is no reason to create EXCEL macro, see an amibroker solution.
DT
--- In amibroker@xxxxxxxxxxxxxxx, "amiabilityy" <amiabilityy@xxxx>
wrote:
>
> 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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