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<SPAN
class=897594114-05032003>DT,
point
taken, thanks for the info
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxxxxxxx]Sent: Wednesday, March 05, 2003 2:23
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
how do i fix holes for compositesJayson,there are
two types of holes:a. holes because of a regular trading haltb. holes
due to some vendor´s 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@xxxx]> 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@xxxx]> > 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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