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As wrote in the -ts list: there is no "RIGHT" answer, it is
just a matter of YOUR PREFERENCE.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Howard
Bandy
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Cc: <A title=howardbandy@xxxxxxxxx
href="">howardbandy@xxxxxxxxx
Sent: Thursday, January 01, 2004 2:20
PM
Subject: RE: [amibroker] More on data
holes - for TJ
<SPAN
>Hi Tomasz, Chuck, and
all –
<SPAN
>
<SPAN
>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.
<SPAN
>
<SPAN
>Howard
<SPAN
>
<DIV
>
<SPAN
>-----Original
Message-----From: Tomasz
Janeczko [mailto:amibroker@xxxxxx] <SPAN
>Sent: <FONT face=Tahoma
size=2>Thursday, January
01, 2004<SPAN
> <FONT face=Tahoma
size=2>4:48
AM<SPAN
><SPAN
>To: amibroker@xxxxxxxxxxxxxxx<SPAN
>Subject: Re: [amibroker] More on data
holes - for TJ
<SPAN
>
<SPAN
>Chuck,
<SPAN
>
<SPAN
>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).
<SPAN
>
<SPAN
>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.
<SPAN
>So if say there was no trading on friday, the MA
would represent 5 days before friday (previous friday, last monday, tuesday,
wed, thursday).
<SPAN
>From my *personal* point of view, calculation of
indicators should not be affected by bars artificially added by padding
process.
<SPAN
>But of course your preference may be different
and you can use padded data and include all bars (including artificial ones
with zero volume).
<SPAN
>
<SPAN
>Best regards,Tomasz
Janeczkoamibroker.com
<BLOCKQUOTE
>
<SPAN
>----- Original Message -----
<FONT face=Arial
size=2><SPAN
>From:<FONT
face=Arial size=2> <A
title=chuck_rademacher@xxxxxxxxxx
href="">Chuck Rademacher
<SPAN
>To:<FONT
face=Arial size=2> <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
<SPAN
>Sent:<FONT
face=Arial size=2>
<SPAN
>Wednesday, December 31,
2003<SPAN
> <FONT face=Arial
size=2>9:29
PM
<SPAN
>Subject:<FONT
face=Arial size=2>
[amibroker] More on data holes - for TJ
<SPAN
>
<SPAN
>TJ,
<SPAN
>
<SPAN
>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.
<SPAN
>
<SPAN
>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).
<SPAN
>
<SPAN
>I could test to see
how some of these calculations are affected... if only I had some data
holes!!
<SPAN
>
<SPAN
>
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