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Dimitri,
There is a real problem with StrExtract function and everyone must
take care of building composite with this function
I have created a WL with 3 tickers, on 1 ticker I removed 5 bars on
recent data
and compared differents composite with the ex. below
only addtocomp is accurate...
sum of foreign (even with fixup=0) and strextract are inaccurate.
try it and cry !!!
SumCount=
IIf(Foreign("12062", "c",0),1,0) +
IIf(Foreign("12101", "c",0),1,0) +
IIf(Foreign("13330", "c",0),1,0) ;
function Composite( listnum )
{
list = GetCategorySymbols( categoryWatchlist, listnum );
Average = 0;f=0;
for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
{
f = 1;
Average = Average + f;
}
return Average ;
}
Plot( Composite(2), "sum", colorPink );
//AddToComposite( 1, "~Count", "x");
Plot(Foreign( "~Count", "x"), "str", colorRed );
Plot(SumCount,"",colorWhite,1);
GraphXSpace=2;
wrote:
> 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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