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Bill,
Bill wrote: "IMO, nothing substitutes
for accuracy. So manually inserting the correct values is the only way
that I can see to do this."
I fully agree. So currently purify tool DOES NOT add any data,
it just reports errors.
However.... if someone really wants to pad
holes with something padding with previous
quote (but with zero volume) seems a better
choice.
Best regards,Tomasz
Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
wavemechanic
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, April 28, 2003 1:19
PM
Subject: Re: [amibroker] Re: Database
purify tool - short instructions
<BLOCKQUOTE
>
----- 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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