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Thanks my amibroker's friends.
Good to know that addto composite doe not filled data holes.
I 'll begin to compare my composite.dll with
AddToComposite(1,"~count","X");
that's a good starting point to know why there are sometimes these
differences.
As we have written in the past messages the Afl functions
(GetCategorySymbols and StrExtract ex. below) can return a RT (real
time ) composite but the lenght of this RT composite is reduced to
the ticker with the smallest data history.
For an UNKNOWN reason if I call these functions ( GetCategorySymbols
and StrExtract ) in a plugin I can built a composite in RT that is
not reduced to the smallest data history.
function CompositeForWatchList( listnum )
{
list = GetCategorySymbols( categoryWatchlist, listnum );
Average = 0;
for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
{
f = Foreign( sym, "C" );
if( i == 0 ) Average = f;
else Average = Average + f;
}
return Average ;
}
> Stephane,
> AddToComposite does not fill the holes. This is the reason why we
see
> undesirable troughs in a "normal" composite graph.
> Try the simplest
> AddToComposite(1,"~count","v");
> Buy=0;
> in a small database [a WL with 2-3 stocks] with holes.
> If the database has 3 stocks, the Foreign("~count","v") will not be
> equal to 3 for any bar.
> Of course you will see the holes if you select a ticker with full
> data.
> If you select the bad stock, then you will not see the holes, since
> they just occur in the place of missing data !!
> The addition of AddToComposite() is executed for all dates. If
Feb18
> is not a data day for stock XX, then it will not contribute to the
> final sum for this date.
> A similar problem will occur if extra data are included by some
> mistake. Feb15, 2004 was not a trading bar but, if your ASCII
series
> is XX,20040215,30,31,29,30,1000 it will be imported without problem
> and stay there until the delete operation.
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset"
> <nenapacwanfr@xxxx> wrote:
> > Hello, Dimitri or Hermann or anyone
> >
> > do you remember if the addto comp function fills the holes in
case
> > of missing quotes?
> > because i have some minors differences between my built in
> composite
> > function in a dll and the addtocomp function?
> >
> > Thanks in advance
> >
> > Stephane
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