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Re: [amibroker] What is padded data?



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Herman,
 
Missing bars BEFORE first valid data bar of given 
security are filled with NULLs
Missing bars AFTER first valid data bar of given 
security are filled with previous valid bar data.
 
There was already discussion on this issue on amibroker-beta 
list.
 
More on this in Foreign docs:
<A 
href="">http://www.amibroker.com/guide/afl/afl_view.php?name=FOREIGN
 
 
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Herman vandenBergen 
  
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">AmiBroker 
  Sent: Wednesday, November 26, 2003 10:08 
  AM
  Subject: [amibroker] What is padded 
  data?
  
  <SPAN 
  class=450240009-26112003>Hello,
  <SPAN 
  class=450240009-26112003> 
  <FONT 
  color=#0000ff>In the Portfolio Settings page we can select "Pad and Align data 
  to Reference symbol". The help says: "Auto Analysis/Settings, 
  portfolio backtester (both regular and rotational modes): added ability to pad 
  and align all symbols to reference symbol. Note: by default this setting 
  is OFF. Use responsibly. It may slow down backtest and introduce 
  some slight changes to indicator values when your data has holes and 
  holes are filled with previous bar data. The feature is intended to be 
  used ONLY when your system uses general market timing (generates global 
  signals based on data and/or indicators calculated using Foreign from 
  'reference' symbol). Note 2: if reference symbol does not exist, data won't be 
  padded."
  <SPAN 
  class=450240009-26112003> 
  Can 
  someboy explain this in lay-man's terms? I think it means that any stocks that 
  have less data than the Reference symbol will be padded to provide a data 
  array of reference length... but if this is the case "what" is the array 
  padded with? Or is the Reference array padded to the length of the largest 
  stock array?
  <SPAN 
  class=450240009-26112003> 
  When 
  do I use it?
  Why 
  is it needed?
  What 
  goes or can go wrong if I don't use it?
  <SPAN 
  class=450240009-26112003> 
  Many 
  thanks for any help you can give!
  <SPAN 
  class=450240009-26112003> 
  <SPAN 
  class=450240009-26112003>Herman.
  <SPAN 
  class=450240009-26112003> 
  <SPAN 
  class=450240009-26112003> 
  <SPAN 
  class=450240009-26112003> Send 
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