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Hi Tomasz, Chuck, and all –
I’m not sure there is a “right”
answer to padded versus unpadded. There are times when consistency is worth as
much as accuracy. Perhaps just pick one method for dealing with holes in data,
develop your systems using that method, and keep your data up to date using
that same method as you move to trading.
Howard
-----Original Message-----
From: Tomasz Janeczko
[mailto:amibroker@xxxxxx]
Sent: Thursday,
January 01, 2004 <span
>4:48 AM<font size=2
face=Tahoma>
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] More on
data holes - for TJ
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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