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Bill,
That's true *IF* you have a data vendors that cares
:-)
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
wavemechanic
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, April 28, 2003 1:41
PM
Subject: Re: [amibroker] Re: Database
purify tool - short instructions
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:
<A title=wd78@xxxxxxxxxxxx
href="">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" <<A
href="">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" <<A
href="">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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