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Hello,
I don't belive this is correct way of handling this.
In many cases data holes are caused by the fact that trading
has been stopped because of SEC decision connected with some news.
In that case using 'average' would not be correct.
In my opinion a better idea is to just pad hole with
a copy of PREVIOUS quote but volume set to ZERO.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "John" <jea55129@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, April 28, 2003 11:54 AM
Subject: [amibroker] Re: Database purify tool - short instructions
> 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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> > >
>
>
>
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> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
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>
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>
>
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