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----- Original Message -----
<DIV
>From:
Tomasz Janeczko
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, April 28, 2003 6:16
AM
Subject: Re: [amibroker] Re: Database
purify tool - short instructions
Hello,I don't belive this is correct way of handling this.In
many cases data holes are caused by the fact that tradinghas 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 witha copy of PREVIOUS quote but volume set to ZERO.
IMO, nothing substitutes for
accuracy. So manually inserting the correct values is the only way that
I can see to do this.Best regards,Tomasz
Janeczkoamibroker.com----- Original Message ----- From: "John"
<jea55129@xxxxxxxxx>To:
<<A
href="">amibroker@xxxxxxxxxxxxxxx>Sent:
Monday, April 28, 2003 11:54 AMSubject: [amibroker] Re: Database purify
tool - short instructions> Tomasz,> > I use the
average of before and after for all fields.> > John>
> --- In <A
href="">amibroker@xxxxxxxxxxxxxxx, "Tomasz
Janeczko" <amibroker@x...> >
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" <<A
href="">amiabilityy@x...>> > To: <<A
href="">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 <A
href="">amibroker@xxxxxxxxxxxxxxx,
"William Peters" > > > <<A
href="">williampeters@x...> wrote:> >
> > Thanks Tomasz, an excellent maintence tool.> > > >
> > > > Regards,> > > > William Peters>
> > > > > > > > > > > -----Original
Message-----> > > > From: Tomasz Janeczko
[mailto:tj@xxxx]> > > > Sent: Sunday 27 April, 2003 9:47
AM> > > > To: <A
href="">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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