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I think without holes the extract method reproduces the addcomp
function
but an other problem comes with foreign function and the fixup ( 1
default fills holes and zero not)
take 3 tickers , delete some data in one ticker and try to compare
SumCount=
IIf(Foreign("AAPL", "c",0),1,0) +
IIf(Foreign("ADBE", "c",0),1,0) +
IIf(Foreign("ADCT", "c",0),1,0) ;
with
//AddToComposite( 1, "~Count", "x");
Plot(Foreign( "~Count", "x"), "Count", colorRed );
stephane
> Stephane,
> since the extract method is inaccurate when holes exist, I wonder
how
> the method is accurate without holes. Is it coincidental ? I really
> donīt know...
> I think Tomasz should give an explanation.
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset"
> <nenapacwanfr@xxxx> wrote:
> > 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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