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Stephane,
I have sent a message some time ago related to this behavior [I am
far from the office now and I miss the reference]
The example you use does not work properly when the WL has some holes.
I didn't know the reason and thats why I asked.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset"
<nenapacwanfr@xxxx> wrote:
> 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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