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All:
Actually, in practice there is another way that
usually works. When there is an error many data suppliers have it fixed
before too long, especially if they are notified. Then just
recollect. There is a time delay, but accuracy is maintained.
Depending on the system or methodology used, this may or may not be
important.
Bill
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Tomasz Janeczko
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, April 28, 2003 7:23
AM
Subject: Re: [amibroker] Re: Database
purify tool - short instructions
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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