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[amibroker] first ValueWhen in the future is null?



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Trading Reference Links

Hi Jayson,

Found the reason why. After reading the excellent pdf on Composites 
by Herman van den Bergen: 

http://www.amibroker.net/3rdparty/IntroToAtc.pdf

Here's the part from the pdf:
-----------------------------8<-------------------------
"Coping with Volume overflow"

I have run a composite on a universe of some 1300 stocks with the 
following code......(snip snip: code and explanation that the Volume 
composite behaves erratic).

Answer: Divide volume by 1000 or more to avoid overflow of integer 
volume field AddToComposite(V/1000,"~Universe" ,"v");
Volume field is stored as an 32 bit integer number which has the 
range of - 2^31 to 2^31
–1 [Tomasz Janeczko]
-----------------------------8<-------------------------

Cheers Glenn

--- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> Glenn,
> You may have some holes in the DB... try the purify tool....
> 
> Regards,
> Jayson
> -----Original Message-----
> From: Glenn [mailto:glennokb@x...]
> Sent: Friday, January 23, 2004 7:39 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Negative composite value?
> 
> 
> Hi,
> 
> I have a database of about 1400 stocks and when I run an
> Addtocomposite ie:
> 
> TotalTurnover = V * C;
> AddToComposite(TotalTurnover,"~Turnover","V");
> 
> I'm getting some large negative numbers.
> 
> If I run an "Explore" using:
> 
> TotalTurnover = V * C;
> AddColumn(TotalTurnover,"TotalTurnover",1.3);
> Filter=1;
> 
> ...on the same database and set the range to the same date with
> negative turnover.
> 
> I exported this to Excel and sum() the turnover, the
> result is definately not negative.
> 
> Thanks for any help.
> 
> Cheers Glenn


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