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Stephane,
here is the ref on the subject.
for any reply to
http://groups.yahoo.com/group/amibroker/message/55943
http://groups.yahoo.com/group/amibroker/message/55882
http://groups.yahoo.com/group/amibroker/messages/56227
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> 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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