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Does AB check the consistency of OHLC relationships
on an ongoing basis, or only when using the Database Purify tool? I ask
because in Herman van den Bergen's very helpful "Introduction to the
AmiBroker AddTocomposite()" tutorial, he advises (p.10: Which Field to use in
your ATC?) "The OHLC fields have certain mathematical relationships that
restrict their use and prohibit you from putting random numbers in all fields",
and advises the use of the "X" field designator. On this list I have seen
(and borrowed) examples which violate this, such as NH, NL assigned to "O", "C",
and Adv, Dec assigned to "H", "L". AmiBroker accepts them and runs without
complaint.
HHP
==================
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Dave Merrill
To: <A
href=""
title=amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx
Sent: 25 December, 2003 2:26 PM
Subject: RE: [amibroker] Nonsense Numbers
for data fields
I
haven't done this myself, but I think there's a flag you can use in an import
format definition file that disables this checking. From the Ascii Import
docs:
<SPAN
class=776302322-25122003>
<SPAN
class=776302322-25122003>===============
<FONT
face=Arial>$ALLOWNEG Allow negative numbers in
prices.
<FONT
face=Arial>0 - do not allow negative values (default), 1 - allow negative
values in prices. This additionally switches off any checking for OHLC
relationship so you can import any data into OHLC
fields.
<FONT
face=Arial>when $ALLOWNEG is NOT specified in the ASCII importer definition
AmiBroker performs the following range checking and fixup on open, low and
high pricesif( open == 0 ) open = close;if( high < max( open, close
) ) high = max( open, close );if( low == 0 ) low = min( open, close )
<SPAN
class=776302322-25122003>===============
<FONT
face=Arial>Dave
<SPAN
class=776302322-25122003>
<SPAN
class=776302322-25122003>
I would like to make 2 artificial data series that will not
be logical or ."checkable" to any OHLCV sequence. That is to say, there will
be zeros which are logical values in my scheme that may fall in any
location, and the relative value of one value to another is strictly
nonsensical. In other words, I would like to turn off the usual data
"checking" schemes while I utilize my "synthetic stocks' value"I
have spent a full day attempting to fool the present checking schemes,
without success.Is there a way that the logical OHLC checking scheme
can be turned off, and on, to allow this type of data to be acceptable &
loaded? My experience is that "nonsense" data cannot be loaded by any
trickery to be handled by the wizard or the ASCII loader and be stored in
the database. I would like to negate that logic at the users
discretion.All suggestions would be appreciated. May your
Christmas season be the wondrous, beautiful, meaningful time it is intended
to be. Best Regards, Hal Send
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