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Thank
you all for the explanations. I now understand what is being padded and with
what, the need to fill holes is obvious, and the need for synchronization with
Foreign() makes sense.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>However, I still do not understand why a stock must be padded
"before" its first valid data/date, why is there a
specific reference to market timing, what can go wrong?
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Herman.
<FONT face=Arial color=#0000ff
size=2>
Ps.
I searched
the beta list but got so many hits I gave up on reading all the post - Working
away from home on a laptop it's just too slow. Hope you
understand.
<FONT face=Tahoma
size=2>-----Original Message-----From: Tomasz Janeczko
[mailto:amibroker@xxxxxx]Sent: November 26, 2003 6:37
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
What is padded data?
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>
<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>
<SPAN
class=450240009-26112003>When do I use it?
<SPAN
class=450240009-26112003>Why is it needed?
<SPAN
class=450240009-26112003>What goes or can go wrong if I don't use
it?
<SPAN
class=450240009-26112003>
<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 BUG
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