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I am currently checking the use using “n last quaotations”
and “n last days” in the AA window and I am not certain if they are
different.
With padded data, ie no zero trade holes, then it
should make absolutely no difference as every weekday is filled in.
But with unpadded data, ie zero trade days are
excluded, I expected there to be a difference. But I have done a quick
check using datenum() to make it easy and with 5 days and 5 quotations the
results were the same for each, even if some days were not included.
An example
Today = 1030527
5 days ago 1030520
If a day was not included both runs gave the same
day, eg 1030519 if one day no there.
I would have expected that using 5 quotations would
give me the 1030519, but 5 days would have been 1030520 as this is 5 trading
days ago regardless of whether that stock traded or not during that period.
Am I doing something wrong, can anyone advise me
before I check with Tomasz and possibly waste his time.
What I used was very simple
<font size=2 color=red
face="Courier New">Filter<span
lang=EN-AU >=<font
size=2 color=fuchsia face="Courier New">1<font size=2
color=black face="Courier New">;
<font size=2 color=blue
face="Courier New">AddColumn<span
lang=EN-AU >(<font
size=2 color=blue face="Courier New">DateNum<font size=2
color=black face="Courier New">(),<font size=2
color=darkred face="Courier New">"today"<font
size=2 color=black face="Courier New">,<font size=2
color=fuchsia face="Courier New">1<font size=2
color=black face="Courier New">);
<span lang=EN-AU
>AddColumn<font
size=2 color=black face="Courier New">(<font size=2 color=blue
face="Courier New">Ref<span
lang=EN-AU >(<font
size=2 color=blue face="Courier New">DateNum<font size=2
color=black face="Courier New">(),-<font size=2
color=fuchsia face="Courier New">5<font size=2
color=black face="Courier New">),<font size=2
color=darkred face="Courier New">"5 period"<font
size=2 color=black face="Courier New">,<font size=2
color=fuchsia face="Courier New">1<font size=2
color=black face="Courier New">);
<font size=3 color=teal
face="Times New Roman">Cheers,
Graham
<font size=2
color="#339966" face="Times New Roman"><font
color="#339966">http://groups.msn.com/ASXShareTrading
<font size=2
color="#339966" face="Times New Roman"><font
color="#339966">http://groups.msn.com/FMSAustralia
<span lang=EN-AU
>
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