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Chuck,
My
question for you, however, is how do the various indicators and moving average
calculations deal with un-padded data holes. If I do a 5-day MA, for
instance, and one of the days has no data, what would I get for the
MA? Same for RSI or any other indicator. It's
taken me years to get rid of data holes and find a data providor who will
consistently pad them for me so that indicators and other calculations work
properly (IMO).
That's why I prefer unpadded data. I don't want 'artificial'
data to affect my indicators. The MA from unpadded data represents only real
trading days data.
So if say there was no trading on friday, the MA would
represent 5 days before friday (previous friday, last monday, tuesday, wed,
thursday).
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