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Re: [amibroker] Re: Database purify tool - short instructions



PureBytes Links

Trading Reference Links

Hello,

No it does not fix holes - it reports them.
I am keen to hear how would you like to have holes "fixed".

Best regards,
Tomasz Janeczko
amibroker.com

----- Original Message ----- 
From: "amiabilityy" <amiabilityy@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, April 28, 2003 4:54 AM
Subject: [amibroker] Re: Database purify tool - short instructions


>    Does it fix data holes
> 
>  peter.
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "William Peters" 
> <williampeters@xxxx> wrote:
> > Thanks Tomasz, an excellent maintence tool.
> > 
> > Regards,
> > William Peters
> > 
> > 
> > -----Original Message-----
> > From: Tomasz Janeczko [mailto:tj@x...]
> > Sent: Sunday 27 April, 2003 9:47 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Database purify tool - short instructions
> > 
> > 
> > Hello,
> > 
> > A new database purify tool is provided to detect
> > all kinds of data errors including:
> > missing quotes, extra quotes, invalid OHLC,
> > unadjusted splits.
> > 
> > The tool is available from Tools->Database Purify
> > and it looks as follows:
> > 
> > 
> > 
> > THE DESCRIPTION OF CONTROLS:
> > 
> >   a.. Reference symbol
> >   this is a ticker symbol that should be used as reference for 
> missing/extra
> > quote detection. Usually this should be set to the INDEX or other 
> instrument
> > that is (more or less) guaranteed to be traded every trading day 
> (without
> > holes)
> >   Purify tool will use this symbol data to check if other symbols 
> are traded
> > on the same days as the reference symbol
> >   b.. Apply to: All symbols/ Current/ Filter
> >   Allows to control if check should be performed on all symbols in 
> the
> > database or just currently selected symbol or some symbols matching 
> custom
> > category filter (definable via Filter... button)
> >   c.. Quotes: All / Last n=
> >   Decides if report should cover all available quotes or just last 
> n quotes
> > (n is user-definable). The value of n refers to last n quotes in 
> Reference
> > symbol.
> >   d.. Report invalid OHLC relationship
> >   when checked, purify tool will report bars in which the 
> relationship
> > between Open, High, Low, Close fields is invalid. The following 
> cases are
> > reported Open > High, Close > High, Open < Low, Close < Low, Low > 
> High. ON
> > by default.
> >   e.. Report missing quotes
> >   when checked, purify tool will report quotes that are present in 
> Reference
> > symbol but are NOT present in symbol being checked. ON by default.
> >   f.. Report missing quotes at the beginning (shorter history than 
> reference
> > symbol)
> >   when checked, purify tool will report symbols that have shorter 
> history
> > than reference symbol. It will list all quotes at the beginning of 
> the
> > history of the reference symbol that do not have matching quote in 
> symbol
> > being checked. This is quite usual that indices have longer history 
> than
> > most symbols therefore this option should be used sparingly because 
> this is
> > not really a problem if history of given symbol starts later than 
> reference
> > symbol. OFF by default.
> >   g.. Report possible splits
> >   when checked, purify tool will scan quotes for previous close - 
> current
> > open gaps exceeding +/- Detection threshold percentage change. If 
> such gap
> > is detected it will 'estimate' possible split factor and report 
> given day as
> > possible unadjusted split date.
> >   h.. Report extra quotes
> >   when checked, purify tool will report quotes that are present in 
> symbol
> > being currently checked but are NOT present in reference symbol. If 
> you get
> > a lot of 'extra quote' entries it may mean that the reference 
> symbol you
> > have choosen does not trade each trading day.
> > WHAT YOU CAN DO WITH THE RESULT LIST?
> > 
> > After choosing appropriate options you can run scan for possible 
> data
> > problems using "Analyse" button.
> > At any time you can abort the scan using "Cancel" button in the 
> progress
> > window.
> > 
> > One scan is completed (or aborted) you can review the result list 
> and then
> > you can click right mouse button
> > over the result list and choose one of the following options:
> >   a.. add symbols to watch list
> >   b.. add selected symbols to watch list
> >   these options will add either all or selected items to the watch 
> list of
> > your choice. You will be able to delete symbols
> >   using Symbol->Organize assignments.
> >   c.. Copy to clipboard
> >   will copy the contents of result list to the clipboard for 
> further use in
> > any other application
> > You can also double click on any entry to show given chart with 
> selection
> > line showing inappropriate entry (with exception
> > to missing quotes of course)
> > 
> > 
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > 
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> > 
> > 
> > 
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