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PureBytes Links
Trading Reference Links
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Tomasz,
I use the average of before and after for all fields.
John
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> 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@xxxx>
> 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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