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Herman,
> <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,
<FONT face=Arial color=#0000ff
size=2>> why is there a specific reference to market timing, what
can go wrong?
<FONT face=Arial
color=#0000ff>
This is needed because of moving averages and other indicators that
need
a few "SETUP" bars before they become available.
Let's say you use 50 day LinearRegresion slope of market
index (say Nasdaq composite) as a GLOBAL
trend indicator (market timing) and your formula uses it to
decide if one should stay away from the market at all or not.
50-day LR needs 50 days worth of data to produce first
value.
Now your formula calculates linreg from the index using this
function:
flr = LinRegSlope( Foreign("^IXIC", "C"), 50 );
To ensure that flr (global market timing indicator) is
the SAME for symbols and starts at the same
bar for all symbols you need padding all symbols to the equal
length. This is especially important in rotational trading mode.
Hope this helps.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Herman vandenBergen
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, November 26, 2003 12:46
PM
Subject: RE: [amibroker] What is padded
data?
<FONT face=Arial color=#0000ff
size=2>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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Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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-----------------------------------------
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