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Hi Tomasz,
How can we pad data when using AddToComposite, perhaps in a similar
way ?
Composite may have erronous values if some quotes are missing.
Thanks,
Charles
--- In amibroker@xxxxxxxxxxxxxxx, "Gary A. Serkhoshian"
<serkhoshian777@xxxx> wrote:
> Hi Herman,
>
> In terms of use, the only time I use it is if I have a market
timing signal driven off an index (like Russell 2K), and will be
portfolio trading stocks based on this timing signal.
>
> If you don't pad and align data, what will happen is as AB
portfolio trader runs through each stock to generate a score, the #
of reference bars changes. Consequently, signals generated off the
Rut index will be different since:
>
> A.) The signal starts from different points due to differing
lengths in stock's history
> B.) Due to different # of bars for each stock, the calculations
will be slightly different.
>
> So, when you pad and align data, your index symbol stays as the
reference symbol so that when it generates signals it is always using
the same number of bars regardless of which stock is being scored at
the time.
>
> Sorry if I'm not clear enough as it took me a while of reading AB-
Beta group posts to understand this.
>
> Have a great Thanksgiving and go COWBOYS !!!
>
> Warmest,
> Gary
>
> Tomasz Janeczko <amibroker@xxxx> wrote:
> 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:
> http://www.amibroker.com/guide/afl/afl_view.php?name=FOREIGN
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: Herman vandenBergen
> To: AmiBroker
> Sent: Wednesday, November 26, 2003 10:08 AM
> Subject: [amibroker] What is padded data?
>
>
> Hello,
>
> 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."
>
> 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?
>
> When do I use it?
> Why is it needed?
> What goes or can go wrong if I don't use it?
>
> Many thanks for any help you can give!
>
> Herman.
>
>
>
>
>
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