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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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