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Michael,
I already answered the question: non-existing data is not included in calculations.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Michael.S.G." <OzFalcon@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, January 01, 2004 1:29 PM
Subject: Re: [amibroker] More on data holes - for TJ
> TJ,
> So what would be happening when you calculate composites with Un-Padded data?
> Does AB fill the holes in the data with previous values for each days
> calculation, Or does it simply exclude that stock from the days calc?
>
> In regards to FORIEGN function, One would also have to be wary of
> interpreting Volume with un-padded data......?
>
> Michael.
>
> At 10:47 PM 1/01/2004, you wrote:
> >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).
> > From my *personal* point of view, calculation of indicators should not be
> > affected by bars artificially added by padding process.
> >But of course your preference may be different and you can use padded data
> >and include all bars (including artificial ones with zero volume).
> >
> >Best regards,
> >Tomasz Janeczko
> >amibroker.com
> >----- Original Message -----
> >From: <mailto:chuck_rademacher@xxxxxxxxxx>Chuck Rademacher
> >To: <mailto:amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx
> >Sent: Wednesday, December 31, 2003 9:29 PM
> >Subject: [amibroker] More on data holes - for TJ
> >
> >TJ,
> >
> >Paul's plug-in and my conversion program could, if desired, create data
> >holes (consistently) for users who want them. I'm not trying to be
> >funny, but it is possible to leave a hole on those days when the volume is
> >zero. We can forget about why anyone would want to do this. It can be
> >done and it would be 100% consistent rather than 15% consistent like it is
> >for most data providors.
> >
> >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).
> >
> >I could test to see how some of these calculations are affected... if only
> >I had some data holes!!
> >
> >
> >
>
>
>
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