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Hello,
I will add this.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "jtelang" <jtelang@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, January 02, 2004 4:11 AM
Subject: [amibroker] Re: More on data holes - for TJ
> FWIW, I second this FR.
>
> I'd even go one step further and request (although much lower
> priority) that you provide a way to identify that it was AB which the
> padded data, through some means (variable) other than V==0 condition.
>
> TIA,
>
> Jitu
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Andrew Perrin" <adjp@xxxx> wrote:
> > Please, Please add this option. We can then use padding to keep
> our
> > system timers correct, and correctly screen our stocks for
> liquidity. This
> > type of padding (Vol = 0) is perhaps more typical of what data
> providers
> > supply.
> >
> > My own backtests (using AB Padding), have caused some unusual
> results eg. A
> > small mining stock that suspended trading for 6 mths. Last trading
> day had
> > a >25 % runup in price. One of my backtests had daily Buy then
> profit stop
> > Sell for 6 mths. Fantastic returns but totally misleading (and
> yes easy to
> > spot and prevent, but that is not the point ). With Vol = 0
> padding, this
> > stock would not have made it through my liquidity filters.
> >
> > Please add this option, It will be greatly appreciated
> >
> > Andrew
> > ----- Original Message -----
> > From: "Tomasz Janeczko" <amibroker@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Friday, January 02, 2004 8:48 AM
> > Subject: Re: [amibroker] More on data holes - for TJ
> >
> >
> > > Hello,
> > >
> > > Currently it is padded too, but I may add option to fill with
> zero.
> > >
> > > Best regards,
> > > Tomasz Janeczko
> > > amibroker.com
> > > ----- Original Message -----
> > > From: "Michael.S.G." <OzFalcon@xxxx>
> > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > Sent: Thursday, January 01, 2004 11:20 PM
> > > Subject: Re: [amibroker] More on data holes - for TJ
> > >
> > >
> > > > Hi TJ,
> > > >
> > > > When AB pad's data with pad & align check box, Is Volume Padded
> (Last
> > bars
> > > > volume) or is the volume set to 0 for the padded bars?
> > > >
> > > > KR
> > > > Michael.
> > > >
> > > >
> > > > At 08:04 AM 2/01/2004, you wrote:
> > > > >Hello,
> > > > >
> > > > >Yes I understand that you can create data holes consistently
> from CSI
> > data.
> > > > >On the other hand, one can PAD AUTOMATICALLY data in AmiBroker
> > > > >for backtesting by marking single check box "Pad and align
> data to
> > > > >reference symbol"
> > > > >in Automatic Analysis -> Settings -> Portfolio tab.
> > > > > From that point of view it is easier for me to PAD (on-demand
> and
> > > > > on-the-fly, when needed)
> > > > >data in AmiBroker than to be forced to use particular data
> vendor.
> > > > >That's why I think using unpadded data in AmiBroker has
> advantage: I
> > can
> > > > >pad them whenever I want and
> > > > >it is as easy as marking single checkbox in AmiBroker, and can
> use
> > > > >unpadded data without
> > > > >writing any special software. I am also not "hard-wired" to
> any data
> > > > >vendor that way.
> > > > >
> > > > >Best regards,
> > > > >Tomasz Janeczko
> > > > >amibroker.com
> > > > >----- Original Message -----
> > > > >From: <mailto:chuck_rademacher@x...>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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